+10.0%
CARR vs AS
+114.1%
-104.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.5% |
| 7D | +3.2% | -2.6% | +5.9% | +3.7% |
| 30D | -7.7% | -22.1% | +14.5% | -3.4% |
| 3M | -11.9% | -15.3% | +3.4% | -9.5% |
| 6M | +2.0% | -15.6% | +17.6% | +4.8% |
| YTD | +13.2% | -23.2% | +36.3% | +17.7% |
| 1Y | -8.5% | -21.7% | +13.2% | -5.3% |
| All | +10.0% | +114.1% | -104.2% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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