+7.7%
CARR vs APA
+169.7%
-162.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.2% |
| 7D | -4.1% | +0.8% | -4.9% | -4.3% |
| 30D | -11.0% | +9.6% | -20.6% | -12.2% |
| 3M | -16.4% | +18.0% | -34.4% | -18.7% |
| 6M | -2.4% | +41.9% | -44.2% | -9.2% |
| YTD | +8.4% | +86.3% | -77.9% | -4.3% |
| 1Y | -8.0% | +97.9% | -105.8% | -20.1% |
| 3Y | +0.6% | +12.8% | -12.2% | -8.5% |
| 5Y | +7.7% | +177.2% | -169.5% | -14.7% |
| All | +7.7% | +169.7% | -162.0% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling