+421.5%
CARR vs BNY
+586.4%
-164.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -3.8% | -1.3% | -2.4% | -3.1% |
| 30D | -8.9% | -0.2% | -8.7% | -8.9% |
| 3M | -17.3% | +14.9% | -32.2% | -23.5% |
| 6M | -1.4% | +40.0% | -41.4% | -17.7% |
| YTD | +10.0% | +42.0% | -32.0% | -9.3% |
| 1Y | -6.4% | +56.9% | -63.2% | -27.0% |
| 3Y | +1.5% | +289.9% | -288.3% | -52.0% |
| 5Y | +9.3% | +259.2% | -249.9% | -47.4% |
| All | +421.5% | +586.4% | -164.9% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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