+441.9%
CARR vs ALL
+308.5%
+133.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.5% |
| 7D | +1.6% | 0.0% | +1.5% | +1.6% |
| 30D | -8.7% | -1.5% | -7.3% | -8.4% |
| 3M | -12.6% | +23.6% | -36.2% | -19.7% |
| 6M | -1.5% | +22.3% | -23.9% | -9.5% |
| YTD | +14.3% | +26.5% | -12.2% | +3.5% |
| 1Y | -4.6% | +27.0% | -31.6% | -14.0% |
| 3Y | +7.3% | +149.6% | -142.2% | -29.7% |
| 5Y | +11.6% | +118.1% | -106.4% | -23.5% |
| All | +441.9% | +308.5% | +133.5% | +142.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling