+421.5%
CARR vs BTG
+138.1%
+283.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.1% | +1.4% |
| 7D | -3.8% | -3.8% | 0.0% | -3.5% |
| 30D | -8.9% | +3.6% | -12.5% | -9.2% |
| 3M | -17.3% | +32.0% | -49.3% | -19.5% |
| 6M | -1.4% | +3.4% | -4.8% | -2.4% |
| YTD | +10.0% | +20.8% | -10.8% | +7.3% |
| 1Y | -6.4% | +22.4% | -28.8% | -9.2% |
| 3Y | +1.5% | +91.7% | -90.2% | -6.5% |
| 5Y | +9.3% | +79.0% | -69.7% | +0.7% |
| All | +421.5% | +138.1% | +283.4% | +563.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling