-8.0%
CARR vs CFG
+37.9%
-45.9%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.6% | -2.4% |
| 7D | -4.1% | -1.7% | -2.4% | -3.4% |
| 30D | -11.0% | -4.6% | -6.4% | -9.0% |
| 3M | -16.4% | +7.9% | -24.3% | -19.6% |
| 6M | -2.4% | +19.9% | -22.2% | -10.2% |
| YTD | +8.4% | +21.7% | -13.3% | -1.4% |
| 1Y | -8.0% | +38.4% | -46.4% | -20.3% |
| All | -8.0% | +37.9% | -45.9% | -20.3% |
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 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