+441.9%
CARR vs ACWI
+221.7%
+220.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.6% | +0.5% | +1.1% | +1.0% |
| 30D | -8.7% | +0.9% | -9.6% | -9.6% |
| 3M | -12.6% | +2.4% | -15.0% | -14.8% |
| 6M | -1.5% | +12.4% | -13.9% | -13.4% |
| YTD | +14.3% | +15.2% | -0.9% | -2.2% |
| 1Y | -4.6% | +22.7% | -27.3% | -24.0% |
| 3Y | +7.3% | +75.8% | -68.4% | -41.6% |
| 5Y | +11.6% | +67.7% | -56.1% | -36.6% |
| All | +441.9% | +221.7% | +220.2% | +98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling