+414.1%
CARR vs CAPR
+628.1%
-214.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.7% | -2.2% |
| 7D | -4.1% | -10.6% | +6.4% | -4.0% |
| 30D | -11.0% | +111.2% | -122.2% | -11.9% |
| 3M | -16.4% | -67.2% | +50.9% | -16.0% |
| 6M | -2.4% | -75.1% | +72.8% | -1.6% |
| YTD | +8.4% | -71.2% | +79.7% | +9.0% |
| 1Y | -8.0% | +31.1% | -39.1% | -11.6% |
| 3Y | +0.6% | +31.3% | -30.8% | -5.4% |
| 5Y | +7.7% | +69.4% | -61.6% | +0.2% |
| All | +414.1% | +628.1% | -214.0% | +411.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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