-6.4%
CARR vs ACI
-32.3%
+26.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.8% | +1.6% |
| 7D | -3.8% | -3.7% | 0.0% | -4.0% |
| 30D | -8.9% | +0.6% | -9.5% | -8.9% |
| 3M | -17.3% | -20.3% | +3.0% | -17.8% |
| 6M | -1.4% | -24.7% | +23.3% | -2.6% |
| YTD | +10.0% | -27.2% | +37.2% | +9.3% |
| 1Y | -6.4% | -32.7% | +26.4% | -7.8% |
| All | -6.4% | -32.3% | +26.0% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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