+6,243.7%
BE vs CARR
+436.5%
+5,807.2%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.0% | +10.6% | +10.2% |
| 7D | +29.8% | +3.2% | +26.5% | +27.4% |
| 30D | +26.4% | -7.7% | +34.0% | +32.5% |
| 3M | +9.3% | -11.9% | +21.2% | +19.5% |
| 6M | +105.1% | +2.0% | +103.0% | +105.6% |
| YTD | +219.0% | +13.2% | +205.9% | +201.0% |
| 1Y | +418.8% | -8.5% | +427.3% | +452.0% |
| 3Y | +1,784.6% | +5.0% | +1,779.6% | +1,744.8% |
| 5Y | +1,251.0% | +12.0% | +1,239.0% | +1,117.1% |
| All | +6,243.7% | +436.5% | +5,807.2% | +4,689.4% |
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 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