+441.9%
CARR vs CF
+639.7%
-197.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.6% |
| 7D | +1.6% | +6.0% | -4.4% | +0.6% |
| 30D | -8.7% | +14.8% | -23.6% | -10.8% |
| 3M | -12.6% | +14.1% | -26.6% | -14.8% |
| 6M | -1.5% | +28.5% | -30.1% | -8.3% |
| YTD | +14.3% | +74.9% | -60.6% | -0.7% |
| 1Y | -4.6% | +61.7% | -66.3% | -16.0% |
| 3Y | +7.3% | +80.3% | -73.0% | -10.0% |
| 5Y | +11.6% | +226.0% | -214.3% | -29.6% |
| All | +441.9% | +639.7% | -197.7% | +130.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling