+414.1%
CARR vs CI
+120.5%
+293.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.2% | -2.5% |
| 7D | -4.1% | -1.3% | -2.8% | -3.9% |
| 30D | -11.0% | +3.1% | -14.1% | -11.7% |
| 3M | -16.4% | -4.5% | -11.9% | -15.8% |
| 6M | -2.4% | +8.3% | -10.6% | -5.0% |
| YTD | +8.4% | +3.8% | +4.6% | +6.5% |
| 1Y | -8.0% | -5.0% | -3.0% | -8.1% |
| 3Y | +0.6% | +5.8% | -5.2% | -5.6% |
| 5Y | +7.7% | +50.6% | -42.9% | -11.8% |
| All | +414.1% | +120.5% | +293.5% | +259.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 10y: compounded portfolio wealth divided by compounded CI 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…
10y analysis · Full analysis span regression · 6 months rolling