+7.7%
CARR vs A
-16.6%
+24.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.1% | -1.8% |
| 7D | -4.1% | -4.6% | +0.4% | -2.1% |
| 30D | -11.0% | -4.3% | -6.7% | -9.4% |
| 3M | -16.4% | +8.9% | -25.3% | -19.9% |
| 6M | -2.4% | +24.5% | -26.9% | -12.8% |
| YTD | +8.4% | +5.8% | +2.6% | +4.2% |
| 1Y | -8.0% | +16.2% | -24.2% | -16.0% |
| 3Y | +0.6% | +28.5% | -27.9% | -14.7% |
| 5Y | +7.7% | -16.3% | +24.1% | +10.7% |
| All | +7.7% | -16.6% | +24.3% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling