+436.5%
CARR vs ALB
+110.0%
+326.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.6% |
| 7D | +3.2% | -4.4% | +7.7% | +4.2% |
| 30D | -7.7% | -1.2% | -6.5% | -7.6% |
| 3M | -11.9% | -13.3% | +1.4% | -9.5% |
| 6M | +2.0% | -19.8% | +21.8% | +5.8% |
| YTD | +13.2% | -7.9% | +21.1% | +12.1% |
| 1Y | -8.5% | +60.2% | -68.7% | -22.6% |
| 3Y | +5.0% | -26.4% | +31.4% | +2.1% |
| 5Y | +12.0% | -42.5% | +54.5% | +11.2% |
| All | +436.5% | +110.0% | +326.5% | +228.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ALB 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling