+132.0%
C vs CARR
+9.5%
+122.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.7% | +1.5% |
| 7D | +2.6% | +0.6% | +1.9% | +2.3% |
| 30D | +1.9% | -8.7% | +10.6% | +5.5% |
| 3M | +2.8% | -18.4% | +21.2% | +10.6% |
| 6M | +30.6% | -0.6% | +31.2% | +28.5% |
| YTD | +19.9% | +10.9% | +8.9% | +12.2% |
| 1Y | +44.6% | -7.3% | +51.9% | +45.3% |
| 3Y | +272.1% | +2.9% | +269.2% | +247.4% |
| 5Y | +132.0% | +9.6% | +122.3% | +96.7% |
| All | +132.0% | +9.5% | +122.5% | +96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling