+10.7%
CARR vs BR
+8.0%
+2.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.6% |
| 7D | -3.8% | -3.0% | -0.8% | -2.6% |
| 30D | -8.9% | -0.3% | -8.6% | -9.0% |
| 3M | -17.3% | +17.3% | -34.6% | -23.7% |
| 6M | -1.4% | -6.7% | +5.3% | +1.2% |
| YTD | +10.0% | -23.4% | +33.4% | +25.0% |
| 1Y | -6.4% | -32.7% | +26.3% | +14.8% |
| 3Y | +1.5% | -5.9% | +7.5% | -1.0% |
| All | +10.7% | +8.0% | +2.6% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling