+421.5%
CARR vs CME
+143.5%
+278.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.3% |
| 7D | -3.8% | -1.6% | -2.2% | -3.3% |
| 30D | -8.9% | +5.6% | -14.5% | -10.5% |
| 3M | -17.3% | +5.6% | -22.9% | -19.0% |
| 6M | -1.4% | -8.3% | +6.9% | +0.8% |
| YTD | +10.0% | +4.3% | +5.7% | +6.8% |
| 1Y | -6.4% | +9.1% | -15.4% | -11.0% |
| 3Y | +1.5% | +52.1% | -50.5% | -19.8% |
| 5Y | +9.3% | +79.7% | -70.4% | -22.4% |
| All | +421.5% | +143.5% | +278.0% | +194.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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