+7.7%
CARR vs ALM
+856.4%
-848.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.6% | +7.3% | -1.8% |
| 7D | -4.1% | -7.1% | +3.0% | -3.8% |
| 30D | -11.0% | +24.7% | -35.7% | -12.1% |
| 3M | -16.4% | +8.3% | -24.7% | -17.1% |
| 6M | -2.4% | -22.2% | +19.8% | -2.4% |
| YTD | +8.4% | +88.1% | -79.7% | +5.1% |
| 1Y | -8.0% | +272.4% | -280.3% | -12.9% |
| 3Y | +0.6% | +2,004.1% | -2,003.6% | -11.7% |
| 5Y | +7.7% | +915.8% | -908.0% | -3.7% |
| All | +7.7% | +856.4% | -848.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling