+7.7%
CARR vs ALB
-48.1%
+55.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.8% | -1.6% |
| 7D | -4.1% | -7.6% | +3.5% | -2.5% |
| 30D | -11.0% | -5.6% | -5.4% | -10.1% |
| 3M | -16.4% | -16.8% | +0.5% | -13.5% |
| 6M | -2.4% | -26.3% | +23.9% | +2.8% |
| YTD | +8.4% | -13.2% | +21.7% | +8.9% |
| 1Y | -8.0% | +68.8% | -76.8% | -22.2% |
| 3Y | +0.6% | -30.7% | +31.2% | -0.4% |
| 5Y | +7.7% | -46.3% | +54.0% | +7.5% |
| All | +7.7% | -48.1% | +55.9% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling