+244.2%
BAC vs CARR
+436.5%
-192.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | +1.2% | +3.2% | -2.1% | +0.2% |
| 30D | -0.7% | -7.7% | +6.9% | +1.7% |
| 3M | +16.9% | -11.9% | +28.8% | +20.9% |
| 6M | +29.6% | +2.0% | +27.6% | +26.7% |
| YTD | +15.3% | +13.2% | +2.1% | +8.5% |
| 1Y | +28.8% | -8.5% | +37.4% | +29.7% |
| 3Y | +136.4% | +5.0% | +131.4% | +122.2% |
| 5Y | +72.9% | +12.0% | +60.9% | +53.7% |
| All | +244.2% | +436.5% | -192.2% | +125.6% |
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 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