+13.8%
CARR vs BROS
+41.2%
-27.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.8% |
| 7D | +3.2% | -0.9% | +4.2% | +3.3% |
| 30D | -7.7% | -13.5% | +5.8% | -6.1% |
| 3M | -11.9% | -18.4% | +6.5% | -10.2% |
| 6M | +2.0% | -10.6% | +12.6% | +2.7% |
| YTD | +13.2% | -25.1% | +38.2% | +15.9% |
| 1Y | -8.5% | -28.6% | +20.1% | -6.0% |
| 3Y | +5.0% | +65.6% | -60.6% | -4.1% |
| All | +13.8% | +41.2% | -27.4% | +6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling