+26.0%
C vs CARR
-1.4%
+27.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.1% | +1.5% |
| 7D | +1.1% | -0.7% | +1.7% | +1.2% |
| 30D | -2.4% | +0.3% | -2.7% | -2.5% |
| 3M | -8.4% | -14.9% | +6.5% | -4.7% |
| 6M | +0.3% | -14.9% | +15.2% | +3.7% |
| YTD | +9.1% | +7.0% | +2.1% | +4.3% |
| 1Y | +26.0% | -1.8% | +27.8% | +23.9% |
| All | +26.0% | -1.4% | +27.5% | +23.9% |
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