-1.8%
CARR vs BN
-3.9%
+2.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.1% | -5.5% | -2.1% |
| 7D | -0.7% | +12.0% | -12.6% | -5.6% |
| 30D | +0.3% | +17.0% | -16.7% | -6.6% |
| 3M | -14.9% | -3.2% | -11.7% | -13.9% |
| 6M | -14.9% | -3.9% | -11.0% | -13.6% |
| YTD | +7.0% | -5.6% | +12.6% | +6.4% |
| 1Y | -1.8% | -4.7% | +3.0% | -2.9% |
| All | -1.8% | -3.9% | +2.2% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 1y: compounded portfolio wealth divided by compounded BN 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…
1y analysis · Full analysis span regression · 6 months rolling