+0.1%
CARR vs BN
+69.2%
-69.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.0% | -1.6% |
| 7D | -4.1% | -5.9% | +1.7% | -1.0% |
| 30D | -11.0% | -15.1% | +4.1% | -2.9% |
| 3M | -16.4% | -14.6% | -1.8% | -9.2% |
| 6M | -2.4% | -8.4% | +6.1% | +1.8% |
| YTD | +8.4% | -16.8% | +25.2% | +18.1% |
| 1Y | -8.0% | -14.4% | +6.4% | -1.9% |
| All | +0.1% | +69.2% | -69.1% | -27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling