+394.0%
CARR vs CI
+133.2%
+260.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.4% |
| 7D | +3.5% | +1.2% | +2.3% | +3.2% |
| 30D | +0.4% | +2.6% | -2.2% | -0.3% |
| 3M | -14.1% | +7.4% | -21.5% | -15.6% |
| 6M | -16.7% | -0.1% | -16.6% | -17.2% |
| YTD | +4.2% | +9.7% | -5.5% | +0.9% |
| 1Y | -0.2% | +12.1% | -12.3% | -3.9% |
| 3Y | +10.9% | +7.0% | +3.8% | +4.4% |
| 5Y | +3.9% | +49.7% | -45.8% | -14.3% |
| All | +394.0% | +133.2% | +260.9% | +240.4% |
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