+1.5%
CARR vs BBWI
-45.3%
+46.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.4% | -5.0% | +0.1% |
| 7D | -3.8% | -4.8% | +1.0% | -2.8% |
| 30D | -8.9% | +3.5% | -12.4% | -9.8% |
| 3M | -17.3% | -0.3% | -17.0% | -17.8% |
| 6M | -1.4% | -5.4% | +4.0% | -1.6% |
| YTD | +10.0% | -4.7% | +14.7% | +9.1% |
| 1Y | -6.4% | -30.5% | +24.1% | -1.2% |
| 3Y | +1.5% | -44.3% | +45.9% | +8.1% |
| All | +1.5% | -45.3% | +46.8% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 3y: compounded portfolio wealth divided by compounded BBWI 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…
3y analysis · Full analysis span regression · 6 months rolling