+414.1%
CARR vs BG
+400.5%
+13.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.1% | -2.5% |
| 7D | -4.1% | +3.7% | -7.9% | -5.1% |
| 30D | -11.0% | +12.3% | -23.3% | -13.8% |
| 3M | -16.4% | -2.2% | -14.2% | -16.2% |
| 6M | -2.4% | +5.3% | -7.7% | -4.7% |
| YTD | +8.4% | +42.4% | -34.0% | -3.0% |
| 1Y | -8.0% | +55.2% | -63.2% | -20.2% |
| 3Y | +0.6% | +21.0% | -20.4% | -7.7% |
| 5Y | +7.7% | +87.1% | -79.4% | -19.1% |
| All | +414.1% | +400.5% | +13.5% | +166.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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