+421.5%
CARR vs A
+124.6%
+296.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.2% | +0.2% |
| 7D | -3.8% | -2.6% | -1.2% | -2.6% |
| 30D | -8.9% | -0.9% | -8.0% | -8.7% |
| 3M | -17.3% | +13.6% | -30.9% | -22.4% |
| 6M | -1.4% | +27.8% | -29.2% | -13.5% |
| YTD | +10.0% | +8.6% | +1.4% | +4.1% |
| 1Y | -6.4% | +16.9% | -23.2% | -15.0% |
| 3Y | +1.5% | +32.9% | -31.4% | -16.0% |
| 5Y | +9.3% | -14.1% | +23.4% | +11.7% |
| All | +421.5% | +124.6% | +296.9% | +233.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling