-8.0%
CARR vs CB
+23.6%
-31.6%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.2% |
| 7D | -4.1% | -2.8% | -1.4% | -4.3% |
| 30D | -11.0% | -2.4% | -8.6% | -11.2% |
| 3M | -16.4% | +2.8% | -19.1% | -16.8% |
| 6M | -2.4% | +4.8% | -7.1% | -3.1% |
| YTD | +8.4% | +9.2% | -0.7% | +7.2% |
| 1Y | -8.0% | +22.8% | -30.8% | -8.3% |
| All | -8.0% | +23.6% | -31.6% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 1y: compounded portfolio wealth divided by compounded CB 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…
1y analysis · Full analysis span regression · 6 months rolling