+136.4%
BAC vs CARR
+2.2%
+134.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +1.0% |
| 7D | +0.6% | +0.6% | 0.0% | +0.4% |
| 30D | -1.4% | -8.7% | +7.3% | +1.0% |
| 3M | +15.7% | -18.4% | +34.1% | +21.7% |
| 6M | +32.2% | -0.6% | +32.8% | +30.0% |
| YTD | +15.8% | +10.9% | +4.8% | +9.3% |
| 1Y | +27.3% | -7.3% | +34.6% | +27.3% |
| All | +136.4% | +2.2% | +134.2% | +117.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling