-6.4%
CARR vs BBY
+24.8%
-31.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.6% | +1.0% |
| 7D | -3.8% | +0.6% | -4.4% | -3.8% |
| 30D | -8.9% | +9.4% | -18.3% | -10.0% |
| 3M | -17.3% | +19.3% | -36.6% | -19.5% |
| 6M | -1.4% | +47.9% | -49.3% | -7.5% |
| YTD | +10.0% | +39.6% | -29.6% | +4.3% |
| 1Y | -6.4% | +22.2% | -28.5% | -5.8% |
| All | -6.4% | +24.8% | -31.1% | -5.8% |
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