-1.8%
CARR vs ALM
+44.8%
-46.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.6% | +0.4% |
| 7D | -0.7% | -6.4% | +5.7% | +0.1% |
| 30D | +0.3% | -35.0% | +35.3% | +5.1% |
| 3M | -14.9% | -33.8% | +18.9% | -11.7% |
| 6M | -14.9% | -55.0% | +40.2% | -9.2% |
| YTD | +7.0% | -0.2% | +7.2% | +9.5% |
| 1Y | -1.8% | +41.8% | -43.5% | -3.7% |
| All | -1.8% | +44.8% | -46.6% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling