+2.4%
CARR vs CFG
+182.2%
-179.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.6% |
| 7D | +0.6% | -0.6% | +1.2% | +0.9% |
| 30D | -8.7% | -4.5% | -4.1% | -6.8% |
| 3M | -18.4% | +6.3% | -24.7% | -20.7% |
| 6M | -0.6% | +20.6% | -21.2% | -8.6% |
| YTD | +10.9% | +21.2% | -10.3% | +1.4% |
| 1Y | -7.3% | +38.2% | -45.5% | -20.2% |
| All | +2.4% | +182.2% | -179.8% | -33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling