+421.5%
CARR vs ALM
+2,517.7%
-2,096.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.5% | +8.0% | +1.7% |
| 7D | -3.8% | -11.8% | +8.1% | -3.3% |
| 30D | -8.9% | +7.8% | -16.7% | -9.3% |
| 3M | -17.3% | -9.3% | -8.1% | -17.4% |
| 6M | -1.4% | -30.5% | +29.1% | -1.0% |
| YTD | +10.0% | +75.8% | -65.8% | +7.7% |
| 1Y | -6.4% | +241.2% | -247.5% | -10.0% |
| 3Y | +1.5% | +1,872.6% | -1,871.1% | -7.5% |
| 5Y | +9.3% | +849.6% | -840.3% | +0.7% |
| All | +421.5% | +2,517.7% | -2,096.2% | +363.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling