+7.7%
CARR vs CME
+76.3%
-68.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.0% | -2.2% |
| 7D | -4.1% | -2.4% | -1.8% | -3.8% |
| 30D | -11.0% | +6.2% | -17.2% | -11.8% |
| 3M | -16.4% | +4.4% | -20.8% | -16.9% |
| 6M | -2.4% | -9.6% | +7.3% | -0.3% |
| YTD | +8.4% | +3.8% | +4.6% | +6.8% |
| 1Y | -8.0% | +9.5% | -17.5% | -10.9% |
| 3Y | +0.6% | +51.9% | -51.4% | -16.3% |
| 5Y | +7.7% | +78.7% | -71.0% | -24.3% |
| All | +7.7% | +76.3% | -68.5% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling