+414.1%
CARR vs CMS
+35.5%
+378.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.5% | -2.1% |
| 7D | -4.1% | -1.3% | -2.8% | -3.8% |
| 30D | -11.0% | -2.8% | -8.2% | -10.3% |
| 3M | -16.4% | -7.1% | -9.2% | -14.9% |
| 6M | -2.4% | -10.0% | +7.7% | +0.1% |
| YTD | +8.4% | -0.9% | +9.4% | +8.5% |
| 1Y | -8.0% | -2.0% | -6.0% | -7.8% |
| 3Y | +0.6% | +33.0% | -32.4% | -7.6% |
| 5Y | +7.7% | +24.3% | -16.5% | +0.4% |
| All | +414.1% | +35.5% | +378.6% | +376.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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