-2.1%
CARR vs AS
+134.9%
-137.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.0% | -1.7% |
| 7D | -2.3% | +6.9% | -9.3% | -3.6% |
| 30D | -4.4% | +16.0% | -20.4% | -7.1% |
| 3M | -17.8% | -12.8% | -4.9% | -15.9% |
| 6M | -22.2% | -15.4% | -6.9% | -20.2% |
| YTD | +0.7% | -15.7% | +16.4% | +2.9% |
| 1Y | -5.9% | +6.1% | -12.0% | -7.7% |
| All | -2.1% | +134.9% | -137.0% | -16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling