+2.4%
CARR vs CNH
+9.4%
-7.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -2.9% |
| 7D | +0.6% | +1.8% | -1.2% | -0.3% |
| 30D | -8.7% | +32.6% | -41.3% | -20.0% |
| 3M | -18.4% | +29.4% | -47.8% | -28.1% |
| 6M | -0.6% | +26.0% | -26.6% | -11.6% |
| YTD | +10.9% | +52.2% | -41.3% | -9.3% |
| 1Y | -7.3% | +23.9% | -31.2% | -17.3% |
| All | +2.4% | +9.4% | -7.0% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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