+436.5%
CARR vs BP
+293.0%
+143.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.5% |
| 7D | +3.2% | +0.9% | +2.3% | +3.0% |
| 30D | -7.7% | +9.1% | -16.8% | -9.5% |
| 3M | -11.9% | +3.9% | -15.8% | -13.0% |
| 6M | +2.0% | +13.6% | -11.6% | -2.1% |
| YTD | +13.2% | +34.0% | -20.9% | +3.9% |
| 1Y | -8.5% | +39.2% | -47.7% | -17.0% |
| 3Y | +5.0% | +36.4% | -31.5% | -5.4% |
| 5Y | +12.0% | +135.8% | -123.8% | -13.0% |
| All | +436.5% | +293.0% | +143.5% | +291.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling