-1.8%
CARR vs BBY
+33.0%
-34.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.0% | -7.5% | -0.5% |
| 7D | -0.7% | +4.5% | -5.2% | -1.2% |
| 30D | +0.3% | +16.0% | -15.7% | -1.5% |
| 3M | -14.9% | +18.6% | -33.5% | -16.7% |
| 6M | -14.9% | +80.1% | -94.9% | -21.2% |
| YTD | +7.0% | +57.4% | -50.4% | +0.8% |
| 1Y | -1.8% | +34.5% | -36.3% | +1.8% |
| All | -1.8% | +33.0% | -34.8% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 1y: compounded portfolio wealth divided by compounded BBY 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…
1y analysis · Full analysis span regression · 6 months rolling