+9.6%
CARR vs CFG
+99.7%
-90.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -20.6% |
| 6M | -0.6% | +20.6% | -21.2% | -8.3% |
| YTD | +10.9% | +21.2% | -10.3% | +1.7% |
| 1Y | -7.3% | +38.2% | -45.5% | -19.9% |
| 3Y | +2.9% | +185.9% | -183.0% | -35.6% |
| 5Y | +9.6% | +97.0% | -87.3% | -22.2% |
| All | +9.6% | +99.7% | -90.0% | -22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling