+441.9%
CARR vs CNH
+237.6%
+204.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.0% | -3.0% | -0.6% |
| 7D | +1.6% | +23.3% | -21.7% | -7.2% |
| 30D | -8.7% | +33.5% | -42.2% | -19.7% |
| 3M | -12.6% | +32.7% | -45.3% | -23.3% |
| 6M | -1.5% | +22.2% | -23.7% | -10.8% |
| YTD | +14.3% | +57.7% | -43.4% | -7.0% |
| 1Y | -4.6% | +28.0% | -32.6% | -15.6% |
| 3Y | +7.3% | +11.5% | -4.2% | -2.0% |
| 5Y | +11.6% | +11.9% | -0.2% | -1.3% |
| All | +441.9% | +237.6% | +204.3% | +232.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling