+421.5%
CARR vs BRO
+89.9%
+331.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.7% | +1.5% |
| 7D | -3.8% | -7.3% | +3.6% | -1.4% |
| 30D | -8.9% | -6.9% | -2.1% | -6.9% |
| 3M | -17.3% | +10.7% | -28.0% | -21.3% |
| 6M | -1.4% | -2.7% | +1.3% | -2.1% |
| YTD | +10.0% | -16.3% | +26.3% | +15.7% |
| 1Y | -6.4% | -29.1% | +22.7% | +5.5% |
| 3Y | +1.5% | -7.8% | +9.4% | +0.6% |
| 5Y | +9.3% | +18.7% | -9.4% | -3.7% |
| All | +421.5% | +89.9% | +331.6% | +325.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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