+421.5%
CARR vs APA
+1,057.3%
-635.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.4% |
| 7D | -3.8% | +4.6% | -8.4% | -4.4% |
| 30D | -8.9% | +11.9% | -20.8% | -10.6% |
| 3M | -17.3% | +22.5% | -39.8% | -20.3% |
| 6M | -1.4% | +37.5% | -38.9% | -7.9% |
| YTD | +10.0% | +87.2% | -77.2% | -2.9% |
| 1Y | -6.4% | +101.4% | -107.8% | -18.8% |
| 3Y | +1.5% | +16.9% | -15.4% | -6.7% |
| 5Y | +9.3% | +178.4% | -169.1% | -15.8% |
| All | +421.5% | +1,057.3% | -635.8% | +222.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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