+383.2%
CARR vs CF
+578.7%
-195.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.0% |
| 7D | -4.3% | +4.8% | -9.0% | -5.0% |
| 30D | -4.2% | +9.7% | -13.9% | -5.6% |
| 3M | -16.1% | +1.2% | -17.3% | -16.6% |
| 6M | -20.1% | +7.4% | -27.4% | -21.8% |
| YTD | +1.9% | +60.5% | -58.6% | -10.5% |
| 1Y | -6.1% | +50.7% | -56.8% | -16.5% |
| 3Y | +7.3% | +64.8% | -57.5% | -8.9% |
| 5Y | +4.4% | +115.8% | -111.4% | -24.3% |
| All | +383.2% | +578.7% | -195.5% | +107.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling