+436.5%
CARR vs BBWI
+181.0%
+255.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.3% |
| 7D | +3.2% | +1.6% | +1.7% | +2.9% |
| 30D | -7.7% | -6.2% | -1.4% | -6.6% |
| 3M | -11.9% | +4.3% | -16.3% | -13.3% |
| 6M | +2.0% | -7.2% | +9.2% | +2.2% |
| YTD | +13.2% | -3.0% | +16.2% | +11.6% |
| 1Y | -8.5% | -30.8% | +22.2% | -3.7% |
| 3Y | +5.0% | -43.4% | +48.4% | +11.3% |
| 5Y | +12.0% | -66.7% | +78.7% | +29.3% |
| All | +436.5% | +181.0% | +255.5% | +281.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling