+436.5%
CARR vs CAG
-24.6%
+461.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.7% |
| 7D | +3.2% | -5.3% | +8.5% | +4.4% |
| 30D | -7.7% | +1.0% | -8.6% | -8.0% |
| 3M | -11.9% | +17.4% | -29.3% | -15.6% |
| 6M | +2.0% | -16.8% | +18.8% | +6.4% |
| YTD | +13.2% | -6.8% | +19.9% | +14.3% |
| 1Y | -8.5% | -15.4% | +6.9% | -5.4% |
| 3Y | +5.0% | -37.1% | +42.0% | +14.9% |
| 5Y | +12.0% | -41.3% | +53.2% | +23.9% |
| All | +436.5% | -24.6% | +461.1% | +266.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling