+436.5%
CARR vs BB
+155.5%
+281.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.3% |
| 7D | +3.2% | +0.5% | +2.7% | +3.2% |
| 30D | -7.7% | -12.4% | +4.7% | -6.3% |
| 3M | -11.9% | -15.3% | +3.4% | -10.9% |
| 6M | +2.0% | +128.8% | -126.8% | -8.9% |
| YTD | +13.2% | +107.7% | -94.5% | +2.1% |
| 1Y | -8.5% | +103.9% | -112.4% | -17.6% |
| 3Y | +5.0% | +72.6% | -67.6% | -7.0% |
| 5Y | +12.0% | -24.3% | +36.2% | +2.6% |
| All | +436.5% | +155.5% | +281.0% | +179.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling