+414.1%
CARR vs BR
+88.5%
+325.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.3% | -2.3% |
| 7D | -4.1% | -6.0% | +1.8% | -1.4% |
| 30D | -11.0% | -0.9% | -10.1% | -10.8% |
| 3M | -16.4% | +16.4% | -32.7% | -23.2% |
| 6M | -2.4% | -8.2% | +5.8% | +0.8% |
| YTD | +8.4% | -23.2% | +31.6% | +23.0% |
| 1Y | -8.0% | -30.9% | +22.9% | +11.0% |
| 3Y | +0.6% | -5.0% | +5.6% | -2.1% |
| 5Y | +7.7% | +8.8% | -1.0% | -6.2% |
| All | +414.1% | +88.5% | +325.6% | +224.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling