+441.9%
CARR vs BUD
+168.2%
+273.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +1.6% | +0.3% | +1.3% | +1.5% |
| 30D | -8.7% | -5.7% | -3.1% | -6.8% |
| 3M | -12.6% | +3.1% | -15.7% | -13.9% |
| 6M | -1.5% | +7.9% | -9.4% | -5.0% |
| YTD | +14.3% | +27.3% | -13.0% | +3.6% |
| 1Y | -4.6% | +37.8% | -42.4% | -16.1% |
| 3Y | +7.3% | +49.8% | -42.5% | -11.0% |
| 5Y | +11.6% | +43.8% | -32.2% | -8.0% |
| All | +441.9% | +168.2% | +273.7% | +249.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling