+414.1%
CARR vs BTG
+137.2%
+276.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -2.0% |
| 7D | -4.1% | -5.5% | +1.3% | -3.7% |
| 30D | -11.0% | +6.1% | -17.1% | -11.5% |
| 3M | -16.4% | +38.6% | -55.0% | -19.0% |
| 6M | -2.4% | +0.7% | -3.0% | -3.2% |
| YTD | +8.4% | +20.3% | -11.9% | +5.8% |
| 1Y | -8.0% | +25.0% | -33.0% | -10.9% |
| 3Y | +0.6% | +97.3% | -96.7% | -7.5% |
| 5Y | +7.7% | +78.3% | -70.6% | -0.7% |
| All | +414.1% | +137.2% | +276.9% | +554.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling