+10.7%
CARR vs CASY
+229.6%
-218.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.4% | +1.9% |
| 7D | -3.8% | -18.6% | +14.8% | +0.6% |
| 30D | -8.9% | -26.6% | +17.7% | -2.5% |
| 3M | -17.3% | -32.8% | +15.5% | -9.8% |
| 6M | -1.4% | -10.0% | +8.6% | -2.0% |
| YTD | +10.0% | +11.6% | -1.6% | +2.0% |
| 1Y | -6.4% | +11.5% | -17.8% | -13.4% |
| 3Y | +1.5% | +160.7% | -159.1% | -31.4% |
| All | +10.7% | +229.6% | -218.9% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling