+394.0%
CARR vs ALL
+321.2%
+72.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +3.5% | +5.0% | -1.6% | +1.8% |
| 30D | +0.4% | +13.3% | -13.0% | -3.7% |
| 3M | -14.1% | +3.2% | -17.3% | -15.2% |
| 6M | -16.7% | +25.3% | -42.0% | -24.0% |
| YTD | +4.2% | +30.5% | -26.3% | -6.8% |
| 1Y | -0.2% | +29.2% | -29.4% | -10.5% |
| 3Y | +10.9% | +119.1% | -108.2% | -22.5% |
| 5Y | +3.9% | +162.6% | -158.7% | -35.3% |
| All | +394.0% | +321.2% | +72.9% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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