+394.0%
CARR vs ACM
+215.9%
+178.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | +3.5% | +5.6% | -2.2% | +0.5% |
| 30D | +0.4% | +20.8% | -20.5% | -9.2% |
| 3M | -14.1% | +11.4% | -25.5% | -19.2% |
| 6M | -16.7% | +0.9% | -17.6% | -18.6% |
| YTD | +4.2% | -24.8% | +29.0% | +17.9% |
| 1Y | -0.2% | -46.4% | +46.2% | +37.4% |
| 3Y | +10.9% | -9.2% | +20.1% | +11.1% |
| 5Y | +3.9% | +5.0% | -1.1% | -4.4% |
| All | +394.0% | +215.9% | +178.1% | +171.4% |
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