+9.6%
CARR vs CNH
+12.3%
-2.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -2.9% |
| 7D | +0.6% | +1.8% | -1.2% | -0.2% |
| 30D | -8.7% | +32.6% | -41.3% | -19.7% |
| 3M | -18.4% | +29.4% | -47.8% | -27.9% |
| 6M | -0.6% | +26.0% | -26.6% | -11.4% |
| YTD | +10.9% | +52.2% | -41.3% | -8.8% |
| 1Y | -7.3% | +23.9% | -31.2% | -17.2% |
| 3Y | +2.9% | +10.1% | -7.2% | -5.6% |
| 5Y | +9.6% | +13.2% | -3.5% | -4.4% |
| All | +9.6% | +12.3% | -2.7% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling