+441.9%
CARR vs ARWR
+316.9%
+125.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.1% |
| 7D | +1.6% | +1.7% | -0.1% | +1.3% |
| 30D | -8.7% | -0.7% | -8.1% | -8.7% |
| 3M | -12.6% | +14.9% | -27.4% | -14.6% |
| 6M | -1.5% | +32.6% | -34.2% | -6.1% |
| YTD | +14.3% | +30.0% | -15.7% | +8.9% |
| 1Y | -4.6% | +208.4% | -212.9% | -20.5% |
| 3Y | +7.3% | +208.8% | -201.5% | -16.4% |
| 5Y | +11.6% | +27.8% | -16.2% | -7.1% |
| All | +441.9% | +316.9% | +125.0% | +260.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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