+10.9%
CARR vs ALB
-14.4%
+25.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.1% |
| 7D | +3.5% | -5.8% | +9.2% | +4.5% |
| 30D | +0.4% | -4.5% | +4.9% | +1.1% |
| 3M | -14.1% | -28.1% | +14.0% | -9.3% |
| 6M | -16.7% | -53.2% | +36.5% | -5.6% |
| YTD | +4.2% | -33.3% | +37.5% | +9.2% |
| 1Y | -0.2% | -17.4% | +17.2% | +0.3% |
| 3Y | +10.9% | -14.1% | +25.0% | +1.6% |
| All | +10.9% | -14.4% | +25.3% | +1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling