+11.2%
CARR vs CAPR
+264.4%
-253.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.7% | +8.3% | -0.3% |
| 7D | +2.2% | +19.1% | -16.9% | +2.0% |
| 30D | -0.8% | +48.8% | -49.6% | -1.1% |
| 3M | -13.4% | +144.4% | -157.8% | -14.2% |
| 6M | -16.4% | -67.5% | +51.1% | -16.2% |
| YTD | +4.5% | -64.5% | +69.0% | +4.7% |
| 1Y | -1.4% | +74.4% | -75.8% | -4.7% |
| All | +11.2% | +264.4% | -253.2% | -5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling