+68.8%
CARR vs ABCL
-81.9%
+150.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -1.7% |
| 7D | +0.6% | -2.7% | +3.4% | +0.9% |
| 30D | -8.7% | +18.3% | -27.0% | -10.4% |
| 3M | -18.4% | +108.5% | -126.9% | -25.1% |
| 6M | -0.6% | +213.9% | -214.5% | -13.1% |
| YTD | +10.9% | +223.1% | -212.2% | -4.0% |
| 1Y | -7.3% | +160.6% | -167.9% | -18.6% |
| 3Y | +2.9% | +104.3% | -101.4% | -11.2% |
| 5Y | +9.6% | -40.0% | +49.7% | -1.4% |
| All | +68.8% | -81.9% | +150.7% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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