+436.5%
CARR vs APA
+1,026.7%
-590.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.3% |
| 7D | +3.2% | -1.7% | +4.9% | +3.5% |
| 30D | -7.7% | +15.7% | -23.4% | -9.9% |
| 3M | -11.9% | +16.5% | -28.4% | -14.5% |
| 6M | +2.0% | +35.1% | -33.1% | -4.4% |
| YTD | +13.2% | +82.2% | -69.1% | +0.3% |
| 1Y | -8.5% | +102.5% | -111.0% | -20.8% |
| 3Y | +5.0% | +10.3% | -5.3% | -2.6% |
| 5Y | +12.0% | +166.1% | -154.1% | -13.1% |
| All | +436.5% | +1,026.7% | -590.3% | +233.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling