+441.9%
CARR vs CMS
+37.1%
+404.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +1.6% | +0.4% | +1.2% | +1.5% |
| 30D | -8.7% | -3.6% | -5.1% | -7.9% |
| 3M | -12.6% | -1.9% | -10.7% | -12.3% |
| 6M | -1.5% | -11.0% | +9.4% | +1.2% |
| YTD | +14.3% | +0.2% | +14.1% | +14.0% |
| 1Y | -4.6% | -1.3% | -3.3% | -4.6% |
| 3Y | +7.3% | +35.9% | -28.6% | -2.0% |
| 5Y | +11.6% | +23.1% | -11.4% | +4.0% |
| All | +441.9% | +37.1% | +404.9% | +400.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling