-4.6%
CARR vs CF
+62.4%
-67.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +0.4% |
| 7D | +1.6% | +6.0% | -4.4% | +2.8% |
| 30D | -8.7% | +14.8% | -23.6% | -6.0% |
| 3M | -12.6% | +14.1% | -26.6% | -9.8% |
| 6M | -1.5% | +28.5% | -30.1% | -0.5% |
| YTD | +14.3% | +74.9% | -60.6% | +11.9% |
| 1Y | -4.6% | +61.7% | -66.3% | -6.5% |
| All | -4.6% | +62.4% | -67.0% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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