+5.5%
CARR vs BTSG
+382.3%
-376.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.6% | +4.4% | -1.0% |
| 7D | -4.1% | -5.8% | +1.6% | -3.0% |
| 30D | -11.0% | 0.0% | -11.0% | -11.1% |
| 3M | -16.4% | -4.5% | -11.9% | -16.4% |
| 6M | -2.4% | +40.0% | -42.4% | -9.8% |
| YTD | +8.4% | +54.6% | -46.1% | -2.0% |
| 1Y | -8.0% | +106.1% | -114.1% | -21.5% |
| All | +5.5% | +382.3% | -376.8% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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