+7.3%
CARR vs ABCL
+206.1%
-198.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -4.3% | +2.3% | -6.6% | -4.5% |
| 30D | -4.2% | -0.7% | -3.5% | -4.4% |
| 3M | -16.1% | +33.4% | -49.5% | -19.0% |
| 6M | -20.1% | +137.8% | -157.8% | -28.9% |
| YTD | +1.9% | +264.3% | -262.4% | -14.7% |
| 1Y | -6.1% | +209.2% | -215.3% | -20.0% |
| 3Y | +7.3% | +208.4% | -201.2% | -14.2% |
| All | +7.3% | +206.1% | -198.9% | -14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling