+436.5%
CARR vs A
+124.4%
+312.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | +0.2% |
| 7D | +3.2% | -2.1% | +5.3% | +4.2% |
| 30D | -7.7% | +0.6% | -8.3% | -8.1% |
| 3M | -11.9% | +10.9% | -22.8% | -16.4% |
| 6M | +2.0% | +28.2% | -26.1% | -10.7% |
| YTD | +13.2% | +8.6% | +4.6% | +7.1% |
| 1Y | -8.5% | +15.5% | -24.1% | -16.5% |
| 3Y | +5.0% | +31.8% | -26.8% | -12.8% |
| 5Y | +12.0% | -14.9% | +26.8% | +15.0% |
| All | +436.5% | +124.4% | +312.0% | +243.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling