+117.2%
BA vs CARR
+441.9%
-324.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.4% |
| 7D | +1.2% | +1.6% | -0.4% | +0.5% |
| 30D | -11.6% | -8.7% | -2.9% | -8.1% |
| 3M | -2.4% | -12.6% | +10.2% | +2.6% |
| 6M | -6.6% | -1.5% | -5.1% | -7.9% |
| YTD | -2.2% | +14.3% | -16.5% | -10.3% |
| 1Y | -8.0% | -4.6% | -3.4% | -8.8% |
| 3Y | -5.0% | +7.3% | -12.3% | -14.4% |
| 5Y | -2.7% | +11.6% | -14.4% | -16.9% |
| All | +117.2% | +441.9% | -324.7% | -4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling