-4.6%
CARR vs CNC
+129.2%
-133.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.2% |
| 7D | +1.6% | +3.5% | -2.0% | +1.3% |
| 30D | -8.7% | +0.1% | -8.8% | -8.8% |
| 3M | -12.6% | +6.9% | -19.5% | -13.2% |
| 6M | -1.5% | +49.0% | -50.6% | -5.5% |
| YTD | +14.3% | +62.9% | -48.6% | +8.0% |
| 1Y | -4.6% | +134.0% | -138.6% | -10.0% |
| All | -4.6% | +129.2% | -133.8% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 1y: compounded portfolio wealth divided by compounded CNC 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…
1y analysis · Full analysis span regression · 6 months rolling