+10.7%
CARR vs BAX
-68.1%
+78.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.8% |
| 7D | -3.8% | -7.9% | +4.1% | -1.8% |
| 30D | -8.9% | -11.7% | +2.7% | -6.0% |
| 3M | -17.3% | +16.2% | -33.5% | -21.0% |
| 6M | -1.4% | +32.0% | -33.4% | -9.2% |
| YTD | +10.0% | +24.7% | -14.7% | +2.1% |
| 1Y | -6.4% | -2.6% | -3.7% | -8.0% |
| 3Y | +1.5% | -35.0% | +36.5% | +7.9% |
| All | +10.7% | -68.1% | +78.7% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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