+245.9%
BAC vs CARR
+421.5%
-175.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.2% |
| 7D | 0.0% | -3.8% | +3.8% | +1.2% |
| 30D | -2.8% | -8.9% | +6.1% | 0.0% |
| 3M | +14.2% | -17.3% | +31.5% | +20.5% |
| 6M | +30.5% | -1.4% | +31.9% | +29.0% |
| YTD | +15.8% | +10.0% | +5.8% | +9.9% |
| 1Y | +26.2% | -6.4% | +32.5% | +25.9% |
| 3Y | +136.5% | +1.5% | +135.0% | +124.6% |
| 5Y | +75.9% | +9.3% | +66.6% | +57.6% |
| All | +245.9% | +421.5% | -175.6% | +128.7% |
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