+2.4%
CARR vs ACM
-22.3%
+24.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -0.5% |
| 7D | +0.6% | -3.7% | +4.3% | +2.4% |
| 30D | -8.7% | -12.7% | +4.0% | -3.2% |
| 3M | -18.4% | -9.8% | -8.6% | -15.4% |
| 6M | -0.6% | -31.4% | +30.8% | +19.3% |
| YTD | +10.9% | -32.1% | +43.0% | +32.0% |
| 1Y | -7.3% | -47.8% | +40.5% | +30.7% |
| All | +2.4% | -22.3% | +24.7% | +7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling