-6.4%
CARR vs ALB
+65.8%
-72.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.8% | +5.2% | +1.8% |
| 7D | -3.8% | -6.9% | +3.2% | -3.1% |
| 30D | -8.9% | -8.4% | -0.5% | -8.2% |
| 3M | -17.3% | -25.9% | +8.6% | -15.3% |
| 6M | -1.4% | -29.7% | +28.3% | +1.2% |
| YTD | +10.0% | -16.5% | +26.5% | +11.6% |
| 1Y | -6.4% | +58.7% | -65.1% | -3.4% |
| All | -6.4% | +65.8% | -72.2% | -3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling