+421.5%
CARR vs AGG
+9.3%
+412.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | -3.8% | -1.1% | -2.7% | -2.8% |
| 30D | -8.9% | -1.1% | -7.8% | -7.9% |
| 3M | -17.3% | -1.9% | -15.4% | -15.8% |
| 6M | -1.4% | -1.7% | +0.3% | +0.4% |
| YTD | +10.0% | -1.3% | +11.3% | +11.6% |
| 1Y | -6.4% | -0.7% | -5.6% | -5.3% |
| 3Y | +1.5% | +12.5% | -10.9% | -7.6% |
| 5Y | +9.3% | -2.5% | +11.8% | 0.0% |
| All | +421.5% | +9.3% | +412.2% | +403.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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