+425.9%
CARR vs CHD
+47.2%
+378.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.7% |
| 7D | +0.6% | -4.2% | +4.8% | +1.3% |
| 30D | -8.7% | -7.6% | -1.1% | -7.5% |
| 3M | -18.4% | -1.6% | -16.8% | -18.3% |
| 6M | -0.6% | -6.3% | +5.7% | +0.2% |
| YTD | +10.9% | +14.6% | -3.7% | +8.4% |
| 1Y | -7.3% | +1.6% | -8.9% | -7.8% |
| 3Y | +2.9% | +3.1% | -0.2% | +0.7% |
| 5Y | +9.6% | +21.1% | -11.4% | +2.5% |
| All | +425.9% | +47.2% | +378.7% | +356.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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