+441.9%
CARR vs ALC
+59.3%
+382.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +2.0% |
| 7D | +1.6% | -2.1% | +3.7% | +2.5% |
| 30D | -8.7% | -0.1% | -8.6% | -8.8% |
| 3M | -12.6% | +5.9% | -18.5% | -15.1% |
| 6M | -1.5% | -15.9% | +14.4% | +5.1% |
| YTD | +14.3% | -10.1% | +24.4% | +17.9% |
| 1Y | -4.6% | -10.2% | +5.6% | -1.7% |
| 3Y | +7.3% | -13.6% | +20.9% | +10.2% |
| 5Y | +11.6% | -15.1% | +26.8% | +12.5% |
| All | +441.9% | +59.3% | +382.6% | +283.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling