+0.1%
CARR vs CAG
-39.3%
+39.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.5% | -2.1% |
| 7D | -4.1% | -5.9% | +1.8% | -3.8% |
| 30D | -11.0% | -1.5% | -9.4% | -10.9% |
| 3M | -16.4% | +11.5% | -27.8% | -17.1% |
| 6M | -2.4% | -15.7% | +13.3% | -1.2% |
| YTD | +8.4% | -10.2% | +18.6% | +9.2% |
| 1Y | -8.0% | -18.1% | +10.1% | -6.9% |
| All | +0.1% | -39.3% | +39.4% | +2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling