+414.1%
CARR vs CASY
+297.0%
+117.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.0% | -2.2% |
| 7D | -4.1% | -17.2% | +13.1% | -0.4% |
| 30D | -11.0% | -24.4% | +13.4% | -5.7% |
| 3M | -16.4% | -31.4% | +15.0% | -9.7% |
| 6M | -2.4% | -8.9% | +6.5% | -2.7% |
| YTD | +8.4% | +13.8% | -5.4% | +1.7% |
| 1Y | -8.0% | +17.0% | -24.9% | -14.6% |
| 3Y | +0.6% | +163.1% | -162.5% | -26.1% |
| 5Y | +7.7% | +239.0% | -231.3% | -26.3% |
| All | +414.1% | +297.0% | +117.0% | +238.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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