-6.4%
CARR vs BP
+40.7%
-47.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.5% |
| 7D | -3.8% | +5.2% | -9.0% | -3.1% |
| 30D | -8.9% | +8.7% | -17.6% | -7.8% |
| 3M | -17.3% | +9.3% | -26.7% | -15.8% |
| 6M | -1.4% | +13.6% | -15.0% | -1.5% |
| YTD | +10.0% | +37.7% | -27.7% | +7.0% |
| 1Y | -6.4% | +40.6% | -47.0% | -7.2% |
| All | -6.4% | +40.7% | -47.1% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling