+421.5%
CARR vs CNP
+274.8%
+146.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.5% | +1.5% |
| 7D | -3.8% | -1.4% | -2.4% | -3.3% |
| 30D | -8.9% | -2.9% | -6.0% | -8.0% |
| 3M | -17.3% | -7.5% | -9.8% | -15.2% |
| 6M | -1.4% | -7.9% | +6.5% | +1.1% |
| YTD | +10.0% | +3.7% | +6.2% | +8.0% |
| 1Y | -6.4% | +4.6% | -11.0% | -8.5% |
| 3Y | +1.5% | +49.1% | -47.6% | -14.0% |
| 5Y | +9.3% | +69.2% | -59.9% | -11.3% |
| All | +421.5% | +274.8% | +146.7% | +256.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling