+309.8%
BE vs CARR
-5.9%
+315.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.4% | +5.2% | +5.2% |
| 7D | +9.0% | -3.8% | +12.8% | +13.3% |
| 30D | +16.3% | -8.9% | +25.2% | +27.6% |
| 3M | +10.8% | -17.3% | +28.1% | +35.2% |
| 6M | +73.2% | -1.4% | +74.6% | +77.4% |
| YTD | +217.4% | +10.0% | +207.4% | +170.2% |
| 1Y | +309.8% | -6.4% | +316.1% | +415.7% |
| All | +309.8% | -5.9% | +315.7% | +415.7% |
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 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