+441.9%
CARR vs AA
+813.0%
-371.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.4% |
| 7D | +1.6% | -0.7% | +2.3% | +1.7% |
| 30D | -8.7% | +5.0% | -13.7% | -9.7% |
| 3M | -12.6% | -35.8% | +23.3% | -6.0% |
| 6M | -1.5% | -18.4% | +16.9% | +0.6% |
| YTD | +14.3% | -5.5% | +19.8% | +13.0% |
| 1Y | -4.6% | +61.0% | -65.5% | -15.3% |
| 3Y | +7.3% | +66.2% | -58.9% | -8.6% |
| 5Y | +11.6% | +11.4% | +0.3% | -3.3% |
| All | +441.9% | +813.0% | -371.0% | +290.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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