-16.7%
CARR vs ALC
+17.7%
-34.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -0.8% |
| 7D | +3.5% | -1.1% | +4.6% | +3.7% |
| 30D | +0.4% | +16.0% | -15.7% | -1.9% |
| 3M | -14.1% | +0.8% | -14.9% | -14.3% |
| 6M | -16.7% | +16.8% | -33.5% | -20.8% |
| All | -16.7% | +17.7% | -34.4% | -20.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling