+2.4%
CARR vs ALM
+2,150.5%
-2,148.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.2% | -1.7% |
| 7D | +0.6% | +3.6% | -3.0% | +0.4% |
| 30D | -8.7% | +33.8% | -42.4% | -10.2% |
| 3M | -18.4% | +14.8% | -33.1% | -19.4% |
| 6M | -0.6% | -7.0% | +6.4% | -1.5% |
| YTD | +10.9% | +108.1% | -97.1% | +7.5% |
| 1Y | -7.3% | +313.8% | -321.1% | -11.8% |
| All | +2.4% | +2,150.5% | -2,148.0% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling