+8.6%
CARR vs CF
+57.7%
-49.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.5% |
| 7D | -2.3% | -3.2% | +0.8% | -2.4% |
| 30D | -4.4% | +4.3% | -8.7% | -4.1% |
| 3M | -17.8% | +2.8% | -20.6% | -17.6% |
| 6M | -22.2% | +0.6% | -22.9% | -22.1% |
| YTD | +0.7% | +56.6% | -55.9% | -6.2% |
| 1Y | -5.9% | +49.6% | -55.6% | -11.9% |
| 3Y | +8.6% | +61.5% | -52.9% | -2.6% |
| All | +8.6% | +57.7% | -49.2% | -2.6% |
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