+11.8%
CARR vs ACWI
+68.3%
-56.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.4% |
| 7D | +3.2% | +1.1% | +2.2% | +1.9% |
| 30D | -7.7% | -0.2% | -7.5% | -7.4% |
| 3M | -11.9% | +4.7% | -16.6% | -16.6% |
| 6M | +2.0% | +14.5% | -12.4% | -13.2% |
| YTD | +13.2% | +14.6% | -1.5% | -3.9% |
| 1Y | -8.5% | +21.4% | -30.0% | -27.6% |
| 3Y | +5.0% | +77.6% | -72.6% | -46.7% |
| All | +11.8% | +68.3% | -56.4% | -40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling