+1.3%
CARR vs AS
+123.4%
-122.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | +3.5% | -4.9% | +8.3% | +4.4% |
| 30D | +0.4% | +3.9% | -3.5% | -0.5% |
| 3M | -14.1% | -9.6% | -4.5% | -12.7% |
| 6M | -16.7% | -8.7% | -8.0% | -15.7% |
| YTD | +4.2% | -19.8% | +24.0% | +7.4% |
| 1Y | -0.2% | -1.5% | +1.4% | -0.7% |
| All | +1.3% | +123.4% | -122.2% | -12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling