+338.2%
C vs CARR
+414.1%
-75.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.3% |
| 7D | +0.3% | -4.1% | +4.4% | +1.7% |
| 30D | +2.0% | -11.0% | +13.0% | +6.2% |
| 3M | +4.4% | -16.4% | +20.7% | +10.7% |
| 6M | +28.3% | -2.4% | +30.7% | +27.6% |
| YTD | +20.5% | +8.4% | +12.1% | +14.8% |
| 1Y | +45.5% | -8.0% | +53.5% | +46.8% |
| 3Y | +274.0% | +0.6% | +273.5% | +257.6% |
| 5Y | +136.1% | +7.7% | +128.4% | +112.9% |
| All | +338.2% | +414.1% | -75.8% | +172.8% |
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