-4.6%
CARR vs CFG
+40.4%
-45.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | +1.6% | +1.5% | 0.0% | +0.9% |
| 30D | -8.7% | -3.8% | -4.9% | -7.1% |
| 3M | -12.6% | +11.5% | -24.1% | -17.0% |
| 6M | -1.5% | +19.2% | -20.7% | -9.3% |
| YTD | +14.3% | +23.7% | -9.4% | +3.5% |
| 1Y | -4.6% | +38.8% | -43.4% | -17.4% |
| All | -4.6% | +40.4% | -45.0% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling