+7.7%
CARR vs BBWI
-69.5%
+77.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.9% |
| 7D | -4.1% | -8.0% | +3.9% | -2.3% |
| 30D | -11.0% | -6.6% | -4.3% | -9.9% |
| 3M | -16.4% | -2.7% | -13.7% | -16.4% |
| 6M | -2.4% | -12.8% | +10.4% | -0.8% |
| YTD | +8.4% | -10.5% | +18.9% | +8.9% |
| 1Y | -8.0% | -35.3% | +27.4% | -1.4% |
| 3Y | +0.6% | -47.7% | +48.3% | +8.7% |
| 5Y | +7.7% | -68.9% | +76.6% | +29.5% |
| All | +7.7% | -69.5% | +77.2% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling