+10.7%
CARR vs CAG
-43.1%
+53.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.5% |
| 7D | -3.8% | -5.7% | +1.9% | -3.0% |
| 30D | -8.9% | -2.4% | -6.5% | -8.7% |
| 3M | -17.3% | +9.8% | -27.1% | -18.7% |
| 6M | -1.4% | -10.8% | +9.4% | +0.1% |
| YTD | +10.0% | -10.8% | +20.8% | +11.5% |
| 1Y | -6.4% | -19.0% | +12.6% | -3.7% |
| 3Y | +1.5% | -39.7% | +41.2% | +7.6% |
| All | +10.7% | -43.1% | +53.8% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling