+10.7%
CARR vs CG
-2.7%
+13.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +2.1% |
| 7D | -3.8% | -9.9% | +6.1% | +0.3% |
| 30D | -8.9% | -11.7% | +2.7% | -4.5% |
| 3M | -17.3% | -4.3% | -13.0% | -16.3% |
| 6M | -1.4% | -8.8% | +7.4% | +1.4% |
| YTD | +10.0% | -26.9% | +36.9% | +22.5% |
| 1Y | -6.4% | -35.4% | +29.1% | +9.3% |
| 3Y | +1.5% | +43.0% | -41.5% | -19.3% |
| All | +10.7% | -2.7% | +13.4% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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