+394.0%
CARR vs ALC
+67.5%
+326.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -1.6% |
| 7D | +3.5% | -1.1% | +4.6% | +3.9% |
| 30D | +0.4% | +16.0% | -15.7% | -6.0% |
| 3M | -14.1% | +0.8% | -14.9% | -14.7% |
| 6M | -16.7% | +16.8% | -33.5% | -22.8% |
| YTD | +4.2% | -5.5% | +9.7% | +4.9% |
| 1Y | -0.2% | -5.3% | +5.1% | +0.4% |
| 3Y | +10.9% | +4.1% | +6.8% | +3.9% |
| 5Y | +3.9% | -7.1% | +10.9% | +0.7% |
| All | +394.0% | +67.5% | +326.5% | +241.2% |
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