+441.9%
CARR vs ACM
+196.8%
+245.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.3% |
| 7D | +1.6% | -3.7% | +5.3% | +3.6% |
| 30D | -8.7% | -11.1% | +2.4% | -3.7% |
| 3M | -12.6% | -8.0% | -4.6% | -10.0% |
| 6M | -1.5% | -29.7% | +28.1% | +17.0% |
| YTD | +14.3% | -29.4% | +43.7% | +33.9% |
| 1Y | -4.6% | -46.4% | +41.8% | +30.8% |
| 3Y | +7.3% | -22.3% | +29.7% | +17.5% |
| 5Y | +11.6% | +4.5% | +7.2% | +3.0% |
| All | +441.9% | +196.8% | +245.2% | +208.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling