+421.5%
CARR vs CMI
+431.8%
-10.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +0.7% |
| 7D | -3.8% | -0.7% | -3.1% | -3.4% |
| 30D | -8.9% | -12.4% | +3.5% | -1.8% |
| 3M | -17.3% | -14.8% | -2.5% | -9.8% |
| 6M | -1.4% | +0.8% | -2.2% | -2.6% |
| YTD | +10.0% | +10.2% | -0.2% | +2.2% |
| 1Y | -6.4% | +37.4% | -43.8% | -24.1% |
| 3Y | +1.5% | +153.3% | -151.7% | -43.9% |
| 5Y | +9.3% | +167.6% | -158.3% | -42.2% |
| All | +421.5% | +431.8% | -10.3% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 all: compounded portfolio wealth divided by compounded CMI 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…
all analysis · Full analysis span regression · 6 months rolling