+5.0%
CARR vs CL
+28.9%
-24.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | +3.2% | -1.4% | +4.6% | +3.4% |
| 30D | -7.7% | -5.2% | -2.4% | -7.2% |
| 3M | -11.9% | +3.3% | -15.2% | -12.4% |
| 6M | +2.0% | -4.4% | +6.4% | +1.9% |
| YTD | +13.2% | +13.9% | -0.8% | +11.7% |
| 1Y | -8.5% | +7.6% | -16.2% | -9.3% |
| 3Y | +5.0% | +29.6% | -24.6% | +11.3% |
| All | +5.0% | +28.9% | -24.0% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 3y: compounded portfolio wealth divided by compounded CL 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…
3y analysis · Full analysis span regression · 6 months rolling