+394.0%
CARR vs BAH
+41.7%
+352.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.3% |
| 7D | +3.5% | +1.7% | +1.8% | +3.2% |
| 30D | +0.4% | +20.8% | -20.4% | -3.2% |
| 3M | -14.1% | +11.6% | -25.6% | -16.1% |
| 6M | -16.7% | +23.1% | -39.8% | -20.5% |
| YTD | +4.2% | +5.3% | -1.1% | +1.6% |
| 1Y | -0.2% | +6.1% | -6.3% | -3.1% |
| 3Y | +10.9% | -27.5% | +38.4% | +15.0% |
| 5Y | +3.9% | +6.2% | -2.3% | -3.4% |
| All | +394.0% | +41.7% | +352.3% | +338.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling