+441.9%
CARR vs ALB
+104.6%
+337.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.4% | +5.5% | +2.1% |
| 7D | +1.6% | -8.1% | +9.6% | +3.5% |
| 30D | -8.7% | +6.3% | -15.0% | -10.3% |
| 3M | -12.6% | -23.6% | +11.0% | -7.5% |
| 6M | -1.5% | -24.6% | +23.1% | +3.6% |
| YTD | +14.3% | -10.3% | +24.6% | +13.9% |
| 1Y | -4.6% | +61.5% | -66.0% | -19.5% |
| 3Y | +7.3% | -34.0% | +41.3% | +7.6% |
| 5Y | +11.6% | -44.6% | +56.2% | +11.9% |
| All | +441.9% | +104.6% | +337.3% | +233.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling