+2.4%
CARR vs AR
+44.6%
-42.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | +0.6% | -1.2% | +1.8% | +0.8% |
| 30D | -8.7% | +5.5% | -14.2% | -9.2% |
| 3M | -18.4% | +12.9% | -31.2% | -19.7% |
| 6M | -0.6% | +0.1% | -0.7% | -1.0% |
| YTD | +10.9% | +13.5% | -2.6% | +7.7% |
| 1Y | -7.3% | +21.6% | -28.9% | -11.5% |
| All | +2.4% | +44.6% | -42.2% | -7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling