+421.5%
CARR vs AR
+3,458.3%
-3,036.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.7% |
| 7D | -3.8% | -2.5% | -1.3% | -3.5% |
| 30D | -8.9% | +2.5% | -11.4% | -9.2% |
| 3M | -17.3% | +12.3% | -29.6% | -18.7% |
| 6M | -1.4% | -3.1% | +1.7% | -1.6% |
| YTD | +10.0% | +11.5% | -1.5% | +7.5% |
| 1Y | -6.4% | +17.0% | -23.4% | -9.3% |
| 3Y | +1.5% | +47.3% | -45.8% | -5.8% |
| 5Y | +9.3% | +141.2% | -131.9% | -6.3% |
| All | +421.5% | +3,458.3% | -3,036.8% | +249.5% |
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