-5.5%
CARR vs ABCL
+213.9%
-219.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -4.3% | +2.3% | -6.6% | -4.4% |
| 30D | -4.2% | -0.7% | -3.5% | -4.3% |
| 3M | -16.1% | +33.4% | -49.5% | -18.1% |
| 6M | -20.1% | +137.8% | -157.8% | -27.7% |
| YTD | +1.9% | +264.3% | -262.4% | -14.6% |
| All | -5.5% | +213.9% | -219.3% | -18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling