+36.7%
CARR vs COMP
-53.0%
+89.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.4% | +6.8% | +0.4% |
| 7D | -4.3% | +7.2% | -11.5% | -5.3% |
| 30D | -4.2% | +6.4% | -10.6% | -5.3% |
| 3M | -16.1% | -19.4% | +3.4% | -14.1% |
| 6M | -20.1% | +14.6% | -34.6% | -22.3% |
| YTD | +1.9% | -5.5% | +7.4% | +0.3% |
| 1Y | -6.1% | +13.7% | -19.7% | -9.8% |
| 3Y | +7.3% | +409.7% | -402.4% | -18.6% |
| 5Y | +4.4% | -17.0% | +21.4% | -14.1% |
| All | +36.7% | -53.0% | +89.7% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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