-4.6%
CARR vs BROS
-35.3%
+30.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.3% | +0.9% |
| 7D | +1.6% | -6.7% | +8.2% | +2.8% |
| 30D | -8.7% | -29.1% | +20.3% | -3.3% |
| 3M | -12.6% | -16.7% | +4.1% | -10.8% |
| 6M | -1.5% | -11.6% | +10.1% | -1.4% |
| YTD | +14.3% | -23.9% | +38.2% | +16.6% |
| 1Y | -4.6% | -34.8% | +30.2% | -11.7% |
| All | -4.6% | -35.3% | +30.7% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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