+421.5%
CARR vs BUD
+161.1%
+260.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.2% |
| 7D | -3.8% | -2.6% | -1.1% | -2.8% |
| 30D | -8.9% | -1.2% | -7.7% | -8.5% |
| 3M | -17.3% | -4.9% | -12.4% | -16.1% |
| 6M | -1.4% | +9.3% | -10.7% | -5.3% |
| YTD | +10.0% | +24.0% | -14.0% | +0.7% |
| 1Y | -6.4% | +34.5% | -40.9% | -17.0% |
| 3Y | +1.5% | +43.7% | -42.1% | -14.4% |
| 5Y | +9.3% | +46.0% | -36.7% | -10.5% |
| All | +421.5% | +161.1% | +260.4% | +239.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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