+0.1%
CARR vs BROS
+57.4%
-57.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.1% | -1.7% |
| 7D | -4.1% | -6.1% | +1.9% | -3.2% |
| 30D | -11.0% | -12.4% | +1.4% | -9.3% |
| 3M | -16.4% | -27.9% | +11.6% | -12.7% |
| 6M | -2.4% | -16.8% | +14.4% | -0.7% |
| YTD | +8.4% | -29.0% | +37.5% | +12.5% |
| 1Y | -8.0% | -33.2% | +25.2% | -4.1% |
| All | +0.1% | +57.4% | -57.3% | -12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling