+0.1%
CARR vs BP
+38.8%
-38.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.1% | -2.4% |
| 7D | -4.1% | +5.7% | -9.9% | -5.0% |
| 30D | -11.0% | +8.1% | -19.0% | -12.1% |
| 3M | -16.4% | +8.6% | -25.0% | -17.6% |
| 6M | -2.4% | +18.1% | -20.5% | -7.2% |
| YTD | +8.4% | +37.6% | -29.2% | -2.1% |
| 1Y | -8.0% | +39.4% | -47.4% | -17.5% |
| All | +0.1% | +38.8% | -38.7% | -12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling