+2.4%
CARR vs CB
+69.9%
-67.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | +0.6% | -0.5% | +1.2% | +0.7% |
| 30D | -8.7% | -3.1% | -5.6% | -8.3% |
| 3M | -18.4% | +4.2% | -22.5% | -19.5% |
| 6M | -0.6% | +4.7% | -5.3% | -2.2% |
| YTD | +10.9% | +8.8% | +2.1% | +8.2% |
| 1Y | -7.3% | +22.6% | -29.9% | -12.2% |
| All | +2.4% | +69.9% | -67.5% | -8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling