-8.5%
CARR vs COMP
+11.9%
-20.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.5% |
| 7D | +3.2% | +4.1% | -0.8% | +2.6% |
| 30D | -7.7% | -14.5% | +6.9% | -5.4% |
| 3M | -11.9% | +41.8% | -53.7% | -17.2% |
| 6M | +2.0% | +23.6% | -21.5% | -4.0% |
| YTD | +13.2% | +1.7% | +11.4% | +8.2% |
| 1Y | -8.5% | +12.6% | -21.1% | -14.8% |
| All | -8.5% | +11.9% | -20.4% | -14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling