-1.8%
CARR vs A
+24.4%
-26.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | -0.7% | -2.4% | +1.7% | -0.1% |
| 30D | +0.3% | +3.6% | -3.3% | -0.5% |
| 3M | -14.9% | +27.5% | -42.4% | -19.7% |
| 6M | -14.9% | +58.5% | -73.3% | -24.0% |
| YTD | +7.0% | +31.2% | -24.2% | +0.1% |
| 1Y | -1.8% | +22.2% | -23.9% | -4.7% |
| All | -1.8% | +24.4% | -26.1% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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