+421.5%
CARR vs BP
+303.6%
+117.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -3.8% | +5.2% | -9.0% | -4.8% |
| 30D | -8.9% | +8.7% | -17.6% | -10.6% |
| 3M | -17.3% | +9.3% | -26.7% | -19.3% |
| 6M | -1.4% | +13.6% | -15.0% | -5.3% |
| YTD | +10.0% | +37.7% | -27.7% | +0.4% |
| 1Y | -6.4% | +40.6% | -47.0% | -15.2% |
| 3Y | +1.5% | +40.3% | -38.8% | -9.1% |
| 5Y | +9.3% | +141.4% | -132.1% | -15.6% |
| All | +421.5% | +303.6% | +117.9% | +278.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling