+425.9%
CARR vs BAX
-67.8%
+493.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.5% |
| 7D | +0.6% | -5.1% | +5.7% | +2.0% |
| 30D | -8.7% | -12.2% | +3.5% | -5.5% |
| 3M | -18.4% | +21.8% | -40.2% | -23.2% |
| 6M | -0.6% | +36.3% | -36.9% | -9.6% |
| YTD | +10.9% | +27.8% | -16.9% | +2.0% |
| 1Y | -7.3% | -0.1% | -7.2% | -9.5% |
| 3Y | +2.9% | -33.3% | +36.2% | +9.3% |
| 5Y | +9.6% | -67.1% | +76.7% | +46.1% |
| All | +425.9% | -67.8% | +493.8% | +575.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling