-7.3%
CARR vs ACWI
+20.9%
-28.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.2% |
| 7D | +0.6% | 0.0% | +0.6% | +0.7% |
| 30D | -8.7% | -0.6% | -8.1% | -8.0% |
| 3M | -18.4% | +4.3% | -22.6% | -22.3% |
| 6M | -0.6% | +12.7% | -13.3% | -13.6% |
| YTD | +10.9% | +13.9% | -3.0% | -5.1% |
| 1Y | -7.3% | +20.5% | -27.8% | -24.5% |
| All | -7.3% | +20.9% | -28.1% | -24.5% |
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