+421.5%
CARR vs ALL
+299.2%
+122.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.7% | +1.2% |
| 7D | -3.8% | -2.3% | -1.5% | -3.0% |
| 30D | -8.9% | -0.4% | -8.5% | -8.8% |
| 3M | -17.3% | +16.0% | -33.3% | -22.2% |
| 6M | -1.4% | +24.6% | -26.0% | -10.1% |
| YTD | +10.0% | +23.7% | -13.7% | +0.3% |
| 1Y | -6.4% | +27.7% | -34.1% | -15.9% |
| 3Y | +1.5% | +150.2% | -148.7% | -33.8% |
| 5Y | +9.3% | +117.1% | -107.8% | -25.3% |
| All | +421.5% | +299.2% | +122.3% | +135.3% |
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