+5.0%
CARR vs CF
+76.4%
-71.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.0% |
| 7D | +3.2% | -0.9% | +4.2% | +3.2% |
| 30D | -7.7% | +18.1% | -25.7% | -7.3% |
| 3M | -11.9% | +23.4% | -35.3% | -11.7% |
| 6M | +2.0% | +17.1% | -15.1% | +0.9% |
| YTD | +13.2% | +76.2% | -63.1% | +5.5% |
| 1Y | -8.5% | +62.3% | -70.8% | -14.0% |
| 3Y | +5.0% | +71.8% | -66.9% | -5.4% |
| All | +5.0% | +76.4% | -71.4% | -5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling