+1.5%
CARR vs BBY
+42.8%
-41.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.6% | +0.6% |
| 7D | -3.8% | +0.6% | -4.4% | -3.9% |
| 30D | -8.9% | +9.4% | -18.3% | -11.3% |
| 3M | -17.3% | +19.3% | -36.6% | -21.7% |
| 6M | -1.4% | +47.9% | -49.3% | -13.2% |
| YTD | +10.0% | +39.6% | -29.6% | -1.8% |
| 1Y | -6.4% | +22.2% | -28.5% | -12.6% |
| 3Y | +1.5% | +45.0% | -43.4% | -14.0% |
| All | +1.5% | +42.8% | -41.2% | -14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling