+425.9%
CARR vs CG
+215.9%
+210.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.0% | -0.3% |
| 7D | +0.6% | -6.4% | +7.1% | +3.4% |
| 30D | -8.7% | -7.1% | -1.6% | -6.1% |
| 3M | -18.4% | -1.6% | -16.8% | -18.2% |
| 6M | -0.6% | -8.3% | +7.7% | +2.0% |
| YTD | +10.9% | -23.8% | +34.7% | +21.8% |
| 1Y | -7.3% | -28.7% | +21.4% | +4.0% |
| 3Y | +2.9% | +49.2% | -46.3% | -19.7% |
| 5Y | +9.6% | +5.5% | +4.1% | -5.4% |
| All | +425.9% | +215.9% | +210.1% | +194.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling