+425.9%
CARR vs CF
+666.1%
-240.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.8% | -2.4% |
| 7D | +0.6% | -0.8% | +1.5% | +0.7% |
| 30D | -8.7% | +14.3% | -22.9% | -10.6% |
| 3M | -18.4% | +27.9% | -46.2% | -21.9% |
| 6M | -0.6% | +25.5% | -26.1% | -6.6% |
| YTD | +10.9% | +81.2% | -70.3% | -4.1% |
| 1Y | -7.3% | +66.5% | -73.8% | -18.7% |
| 3Y | +2.9% | +76.7% | -73.8% | -13.0% |
| 5Y | +9.6% | +237.8% | -228.2% | -31.2% |
| All | +425.9% | +666.1% | -240.1% | +122.3% |
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