+360.5%
BE vs CARR
-3.6%
+364.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.1% | +6.3% | +6.3% |
| 7D | +20.0% | +1.6% | +18.4% | +18.4% |
| 30D | +7.9% | -8.7% | +16.7% | +17.7% |
| 3M | -13.2% | -12.6% | -0.6% | +0.5% |
| 6M | +53.5% | -1.5% | +55.0% | +58.3% |
| YTD | +191.0% | +14.3% | +176.7% | +147.1% |
| 1Y | +360.5% | -4.6% | +365.1% | +397.4% |
| All | +360.5% | -3.6% | +364.1% | +397.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling