+111.3%
BA vs CARR
+425.9%
-314.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | -0.1% | -1.2% |
| 7D | -1.2% | +0.6% | -1.8% | -1.4% |
| 30D | -11.3% | -8.7% | -2.7% | -7.8% |
| 3M | -3.8% | -18.4% | +14.6% | +4.3% |
| 6M | -8.3% | -0.6% | -7.7% | -9.9% |
| YTD | -4.9% | +10.9% | -15.9% | -11.7% |
| 1Y | -10.1% | -7.3% | -2.8% | -9.7% |
| 3Y | -2.3% | +2.9% | -5.2% | -10.3% |
| 5Y | -3.5% | +9.6% | -13.2% | -17.0% |
| All | +111.3% | +425.9% | -314.7% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CARR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling