+9.6%
CARR vs AR
+148.2%
-138.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.3% |
| 3M | -18.4% | +12.9% | -31.2% | -19.9% |
| 6M | -0.6% | +0.1% | -0.7% | -1.2% |
| YTD | +10.9% | +13.5% | -2.6% | +7.8% |
| 1Y | -7.3% | +21.6% | -28.9% | -11.2% |
| 3Y | +2.9% | +46.0% | -43.1% | -5.7% |
| 5Y | +9.6% | +143.7% | -134.1% | -6.4% |
| All | +9.6% | +148.2% | -138.6% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling