+394.0%
CARR vs CMS
+42.1%
+352.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.7% |
| 7D | +3.5% | +1.7% | +1.7% | +3.0% |
| 30D | +0.4% | +6.2% | -5.8% | -1.2% |
| 3M | -14.1% | +0.6% | -14.7% | -14.3% |
| 6M | -16.7% | -1.8% | -14.9% | -16.6% |
| YTD | +4.2% | +3.8% | +0.4% | +2.9% |
| 1Y | -0.2% | -1.8% | +1.6% | 0.0% |
| 3Y | +10.9% | +39.8% | -29.0% | +0.5% |
| 5Y | +3.9% | +37.1% | -33.2% | -5.0% |
| All | +394.0% | +42.1% | +352.0% | +351.9% |
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