+414.1%
CARR vs BNS
+281.1%
+132.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.8% |
| 7D | -4.1% | -2.2% | -1.9% | -2.7% |
| 30D | -11.0% | +4.5% | -15.5% | -14.0% |
| 3M | -16.4% | +14.9% | -31.3% | -24.5% |
| 6M | -2.4% | +32.5% | -34.8% | -19.9% |
| YTD | +8.4% | +28.6% | -20.2% | -9.4% |
| 1Y | -8.0% | +48.4% | -56.3% | -30.4% |
| 3Y | +0.6% | +130.8% | -130.2% | -44.6% |
| 5Y | +7.7% | +94.8% | -87.1% | -33.8% |
| All | +414.1% | +281.1% | +132.9% | +94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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