+48.8%
CARR vs COMP
-49.7%
+98.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | +0.6% | +0.8% | -0.2% | +0.5% |
| 30D | -8.7% | -13.9% | +5.2% | -6.9% |
| 3M | -18.4% | +30.7% | -49.1% | -21.5% |
| 6M | -0.6% | +18.7% | -19.3% | -4.2% |
| YTD | +10.9% | +1.0% | +9.9% | +8.7% |
| 1Y | -7.3% | +15.1% | -22.4% | -11.2% |
| 3Y | +2.9% | +219.8% | -216.9% | -17.4% |
| 5Y | +9.6% | -28.7% | +38.3% | -9.2% |
| All | +48.8% | -49.7% | +98.6% | +26.6% |
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