+414.1%
CARR vs CFG
+527.1%
-113.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.6% | -2.4% |
| 7D | -4.1% | -1.7% | -2.4% | -3.5% |
| 30D | -11.0% | -4.6% | -6.4% | -9.3% |
| 3M | -16.4% | +7.9% | -24.3% | -19.0% |
| 6M | -2.4% | +19.9% | -22.2% | -9.2% |
| YTD | +8.4% | +21.7% | -13.3% | -0.1% |
| 1Y | -8.0% | +38.4% | -46.4% | -19.7% |
| 3Y | +0.6% | +187.0% | -186.4% | -35.2% |
| 5Y | +7.7% | +99.5% | -91.8% | -22.1% |
| All | +414.1% | +527.1% | -113.0% | +152.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling