+1.5%
CARR vs A
+31.5%
-30.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.2% | +0.4% |
| 7D | -3.8% | -2.6% | -1.2% | -2.8% |
| 30D | -8.9% | -0.9% | -8.0% | -8.7% |
| 3M | -17.3% | +13.6% | -30.9% | -21.7% |
| 6M | -1.4% | +27.8% | -29.2% | -11.8% |
| YTD | +10.0% | +8.6% | +1.4% | +5.4% |
| 1Y | -6.4% | +16.9% | -23.2% | -13.6% |
| 3Y | +1.5% | +32.9% | -31.4% | -9.7% |
| All | +1.5% | +31.5% | -30.0% | -9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling