+394.0%
CARR vs AR
+3,487.0%
-3,093.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +3.5% | +7.4% | -3.9% | +2.6% |
| 30D | +0.4% | +5.8% | -5.4% | -0.4% |
| 3M | -14.1% | +5.2% | -19.3% | -14.8% |
| 6M | -16.7% | +5.4% | -22.1% | -17.7% |
| YTD | +4.2% | +12.4% | -8.2% | +1.6% |
| 1Y | -0.2% | +12.8% | -13.0% | -2.9% |
| 3Y | +10.9% | +47.2% | -36.3% | +2.8% |
| 5Y | +3.9% | +101.1% | -97.3% | -9.1% |
| All | +394.0% | +3,487.0% | -3,093.0% | +230.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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