+59.1%
CARR vs ABCL
-81.0%
+140.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | -0.1% |
| 7D | +2.2% | +4.4% | -2.2% | +1.7% |
| 30D | -0.8% | -7.9% | +7.1% | -0.3% |
| 3M | -13.4% | +12.2% | -25.7% | -15.1% |
| 6M | -16.4% | +134.7% | -151.2% | -25.0% |
| YTD | +4.5% | +239.8% | -235.2% | -10.4% |
| 1Y | -1.4% | +192.7% | -194.1% | -14.3% |
| 3Y | +10.0% | +187.6% | -177.6% | -8.3% |
| 5Y | +4.2% | -22.6% | +26.8% | -7.2% |
| All | +59.1% | -81.0% | +140.0% | +49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling