-4.6%
CARR vs BR
-29.1%
+24.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.4% | +0.7% |
| 7D | +1.6% | -5.3% | +6.8% | +0.9% |
| 30D | -8.7% | +6.4% | -15.2% | -8.0% |
| 3M | -12.6% | +13.6% | -26.2% | -11.0% |
| 6M | -1.5% | -6.7% | +5.2% | -1.3% |
| YTD | +14.3% | -21.1% | +35.4% | +16.7% |
| 1Y | -4.6% | -29.6% | +25.0% | +0.6% |
| All | -4.6% | -29.1% | +24.5% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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