+10.7%
CARR vs CNC
+10.7%
-0.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.1% | +1.3% |
| 7D | -3.8% | -0.9% | -2.8% | -3.7% |
| 30D | -8.9% | -1.0% | -7.9% | -8.8% |
| 3M | -17.3% | +4.5% | -21.8% | -17.9% |
| 6M | -1.4% | +85.2% | -86.6% | -8.6% |
| YTD | +10.0% | +61.4% | -51.4% | +3.1% |
| 1Y | -6.4% | +94.9% | -101.2% | -14.4% |
| 3Y | +1.5% | 0.0% | +1.5% | -2.6% |
| All | +10.7% | +10.7% | -0.1% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling