+10.7%
CARR vs BB
-26.5%
+37.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.1% |
| 7D | -3.8% | -0.4% | -3.4% | -3.7% |
| 30D | -8.9% | -12.5% | +3.6% | -6.9% |
| 3M | -17.3% | -17.4% | +0.1% | -15.6% |
| 6M | -1.4% | +119.1% | -120.5% | -17.0% |
| YTD | +10.0% | +102.4% | -92.4% | -6.2% |
| 1Y | -6.4% | +98.2% | -104.5% | -20.4% |
| 3Y | +1.5% | +46.9% | -45.4% | -12.8% |
| All | +10.7% | -26.5% | +37.1% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling