+421.5%
CARR vs BDX
+9.4%
+412.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.3% |
| 7D | -3.8% | -3.2% | -0.6% | -3.1% |
| 30D | -8.9% | -2.5% | -6.4% | -8.4% |
| 3M | -17.3% | +21.4% | -38.7% | -21.4% |
| 6M | -1.4% | +10.4% | -11.8% | -4.1% |
| YTD | +10.0% | +18.8% | -8.8% | +4.9% |
| 1Y | -6.4% | +21.7% | -28.0% | -11.2% |
| 3Y | +1.5% | -10.0% | +11.5% | +3.1% |
| 5Y | +9.3% | -1.8% | +11.1% | +7.2% |
| All | +421.5% | +9.4% | +412.1% | +386.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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