+294.5%
C vs CARR
+394.0%
-99.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +4.2% | +3.5% | +0.7% | +2.9% |
| 30D | +2.0% | +0.4% | +1.6% | +1.8% |
| 3M | -10.1% | -14.1% | +4.0% | -5.3% |
| 6M | +1.0% | -16.7% | +17.7% | +7.0% |
| YTD | +8.5% | +4.2% | +4.3% | +4.8% |
| 1Y | +25.7% | -0.2% | +25.9% | +23.3% |
| 3Y | +216.0% | +10.9% | +205.1% | +192.4% |
| 5Y | +112.3% | +3.9% | +108.4% | +94.2% |
| All | +294.5% | +394.0% | -99.5% | +149.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling