+421.5%
CARR vs ACM
+183.2%
+238.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +0.9% |
| 7D | -3.8% | -4.6% | +0.8% | -1.4% |
| 30D | -8.9% | +4.1% | -13.0% | -11.1% |
| 3M | -17.3% | -8.3% | -9.0% | -14.9% |
| 6M | -1.4% | -30.1% | +28.7% | +17.3% |
| YTD | +10.0% | -32.6% | +42.6% | +32.1% |
| 1Y | -6.4% | -49.6% | +43.2% | +32.7% |
| 3Y | +1.5% | -23.0% | +24.6% | +11.5% |
| 5Y | +9.3% | +2.0% | +7.3% | +2.2% |
| All | +421.5% | +183.2% | +238.3% | +204.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling