+12.0%
CARR vs ABCL
-39.9%
+51.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +3.2% | +1.4% | +1.8% | +3.1% |
| 30D | -7.7% | +65.1% | -72.7% | -13.9% |
| 3M | -11.9% | +111.1% | -123.0% | -21.0% |
| 6M | +2.0% | +231.6% | -229.6% | -14.5% |
| YTD | +13.2% | +234.5% | -221.4% | -6.2% |
| 1Y | -8.5% | +174.3% | -182.9% | -23.0% |
| 3Y | +5.0% | +111.5% | -106.5% | -12.9% |
| 5Y | +12.0% | -37.3% | +49.3% | -0.9% |
| All | +12.0% | -39.9% | +51.9% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling