-1.8%
CARR vs BB
+88.0%
-89.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.0% | -6.4% | -0.2% |
| 7D | -0.7% | -6.8% | +6.1% | 0.0% |
| 30D | +0.3% | -3.5% | +3.8% | +0.4% |
| 3M | -14.9% | -1.2% | -13.7% | -15.2% |
| 6M | -14.9% | +57.0% | -71.8% | -20.1% |
| YTD | +7.0% | +131.1% | -124.1% | -5.5% |
| 1Y | -1.8% | +87.6% | -89.3% | -12.9% |
| All | -1.8% | +88.0% | -89.7% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling