+421.5%
CARR vs BWA
+338.9%
+82.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | 0.0% | +0.9% |
| 7D | -3.8% | -1.3% | -2.5% | -3.3% |
| 30D | -8.9% | -2.9% | -6.0% | -8.0% |
| 3M | -17.3% | -10.7% | -6.6% | -13.8% |
| 6M | -1.4% | +26.5% | -27.9% | -11.2% |
| YTD | +10.0% | +49.1% | -39.1% | -9.0% |
| 1Y | -6.4% | +52.1% | -58.4% | -23.4% |
| 3Y | +1.5% | +72.6% | -71.0% | -23.4% |
| 5Y | +9.3% | +89.4% | -80.1% | -23.0% |
| All | +421.5% | +338.9% | +82.6% | +219.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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