+5.0%
CARR vs CMS
+35.3%
-30.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | +3.2% | +1.2% | +2.0% | +3.0% |
| 30D | -7.7% | -3.2% | -4.5% | -7.0% |
| 3M | -11.9% | -2.2% | -9.7% | -11.7% |
| 6M | +2.0% | -9.4% | +11.5% | +4.3% |
| YTD | +13.2% | +0.7% | +12.5% | +12.8% |
| 1Y | -8.5% | +0.4% | -8.9% | -8.9% |
| 3Y | +5.0% | +35.2% | -30.2% | -5.5% |
| All | +5.0% | +35.3% | -30.4% | -5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling