+335.7%
C vs CARR
+441.9%
-106.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.7% |
| 7D | +3.6% | +1.6% | +2.1% | +3.1% |
| 30D | +0.1% | -8.7% | +8.8% | +3.3% |
| 3M | +2.4% | -12.6% | +15.0% | +6.8% |
| 6M | +24.9% | -1.5% | +26.5% | +23.9% |
| YTD | +19.8% | +14.3% | +5.5% | +12.1% |
| 1Y | +44.9% | -4.6% | +49.4% | +44.2% |
| 3Y | +263.0% | +7.3% | +255.6% | +239.1% |
| 5Y | +129.5% | +11.6% | +117.9% | +104.3% |
| All | +335.7% | +441.9% | -106.2% | +166.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling