+441.9%
CARR vs CAPR
+724.6%
-282.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.1% |
| 7D | +1.6% | -2.0% | +3.5% | +1.6% |
| 30D | -8.7% | +139.2% | -147.9% | -9.8% |
| 3M | -12.6% | -66.4% | +53.8% | -12.2% |
| 6M | -1.5% | -63.1% | +61.6% | -1.2% |
| YTD | +14.3% | -67.4% | +81.7% | +14.7% |
| 1Y | -4.6% | +58.2% | -62.8% | -8.5% |
| 3Y | +7.3% | +42.2% | -34.9% | +0.9% |
| 5Y | +11.6% | +87.3% | -75.6% | +3.7% |
| All | +441.9% | +724.6% | -282.6% | +438.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling