+25.8%
C vs CARR
-1.3%
+27.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +4.7% | +2.2% | +2.6% | +4.1% |
| 30D | +0.2% | -0.8% | +0.9% | +0.4% |
| 3M | -9.3% | -13.4% | +4.1% | -6.0% |
| 6M | -0.8% | -16.4% | +15.6% | +3.1% |
| YTD | +8.5% | +4.5% | +4.0% | +4.2% |
| All | +25.8% | -1.3% | +27.1% | +22.6% |
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