+421.5%
CARR vs CAG
-27.9%
+449.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.6% |
| 7D | -3.8% | -5.7% | +1.9% | -2.5% |
| 30D | -8.9% | -2.4% | -6.5% | -8.5% |
| 3M | -17.3% | +9.8% | -27.1% | -19.5% |
| 6M | -1.4% | -10.8% | +9.4% | +0.9% |
| YTD | +10.0% | -10.8% | +20.8% | +12.2% |
| 1Y | -6.4% | -19.0% | +12.6% | -2.3% |
| 3Y | +1.5% | -39.7% | +41.2% | +12.2% |
| 5Y | +9.3% | -43.0% | +52.3% | +21.2% |
| All | +421.5% | -27.9% | +449.4% | +259.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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