+4.7%
CARR vs BIL
+20.3%
-15.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.4% |
| 7D | +3.5% | +0.1% | +3.4% | +3.3% |
| 30D | +0.4% | +0.3% | 0.0% | -0.4% |
| 3M | -14.1% | +1.0% | -15.0% | -15.5% |
| 6M | -16.7% | +1.9% | -18.6% | -19.2% |
| YTD | +4.2% | +3.2% | +1.0% | -2.3% |
| 1Y | -0.2% | +3.7% | -3.9% | -7.5% |
| 3Y | +10.9% | +13.8% | -3.0% | -17.0% |
| All | +4.7% | +20.3% | -15.6% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 5y: compounded portfolio wealth divided by compounded BIL 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…
5y analysis · Full analysis span regression · 6 months rolling