+205.9%
CARR vs ACI
+21.8%
+184.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.7% |
| 7D | +3.2% | -2.6% | +5.8% | +3.5% |
| 30D | -7.7% | +1.1% | -8.7% | -7.8% |
| 3M | -11.9% | -23.6% | +11.7% | -9.7% |
| 6M | +2.0% | -29.9% | +32.0% | +5.5% |
| YTD | +13.2% | -26.9% | +40.0% | +16.2% |
| 1Y | -8.5% | -34.2% | +25.7% | -4.8% |
| 3Y | +5.0% | -43.6% | +48.6% | +11.0% |
| 5Y | +12.0% | -42.4% | +54.4% | +16.7% |
| All | +205.9% | +21.8% | +184.1% | +194.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling