+421.5%
CARR vs ALC
+49.2%
+372.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.8% |
| 7D | -3.8% | -6.3% | +2.6% | -1.1% |
| 30D | -8.9% | -10.3% | +1.4% | -4.7% |
| 3M | -17.3% | -0.7% | -16.6% | -17.5% |
| 6M | -1.4% | -17.8% | +16.5% | +6.1% |
| YTD | +10.0% | -15.8% | +25.8% | +16.7% |
| 1Y | -6.4% | -16.7% | +10.4% | -0.4% |
| 3Y | +1.5% | -19.7% | +21.3% | +7.6% |
| 5Y | +9.3% | -19.8% | +29.1% | +12.8% |
| All | +421.5% | +49.2% | +372.3% | +279.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling