+421.5%
CARR vs BEN
+138.9%
+282.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.5% | +1.5% |
| 7D | -3.8% | -3.1% | -0.7% | -2.4% |
| 30D | -8.9% | +0.2% | -9.1% | -9.0% |
| 3M | -17.3% | +6.8% | -24.2% | -20.0% |
| 6M | -1.4% | +38.1% | -39.5% | -15.1% |
| YTD | +10.0% | +44.3% | -34.4% | -7.3% |
| 1Y | -6.4% | +42.6% | -48.9% | -20.9% |
| 3Y | +1.5% | +52.3% | -50.8% | -19.0% |
| 5Y | +9.3% | +37.6% | -28.3% | -11.5% |
| All | +421.5% | +138.9% | +282.6% | +231.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 10y: compounded portfolio wealth divided by compounded BEN 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…
10y analysis · Full analysis span regression · 6 months rolling