-2.7%
CARR vs ACWI
+13.1%
-15.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.2% | +1.8% | +1.5% |
| 7D | -1.9% | -0.7% | -1.3% | -1.1% |
| 30D | -1.1% | -2.0% | +0.9% | +1.5% |
| 3M | -13.8% | -2.2% | -11.7% | -11.4% |
| 6M | -16.5% | +1.9% | -18.4% | -18.5% |
| YTD | +4.9% | +12.0% | -7.1% | -9.8% |
| 1Y | -2.7% | +12.5% | -15.2% | -16.9% |
| All | -2.7% | +13.1% | -15.7% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 1y: compounded portfolio wealth divided by compounded ACWI 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…
1y analysis · Full analysis span regression · 6 months rolling