+421.5%
CARR vs BAH
+23.9%
+397.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.2% | +1.4% |
| 7D | -3.8% | +4.3% | -8.0% | -4.5% |
| 30D | -8.9% | -2.5% | -6.5% | -8.6% |
| 3M | -17.3% | -0.9% | -16.4% | -17.4% |
| 6M | -1.4% | +1.5% | -2.9% | -2.5% |
| YTD | +10.0% | -8.0% | +18.0% | +10.2% |
| 1Y | -6.4% | -24.7% | +18.4% | -1.9% |
| 3Y | +1.5% | -28.4% | +29.9% | +4.6% |
| 5Y | +9.3% | +2.8% | +6.5% | +2.4% |
| All | +421.5% | +23.9% | +397.6% | +375.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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