+5.6%
CARR vs COMP
-17.6%
+23.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.7% | -12.3% | -3.1% |
| 7D | -2.3% | +13.4% | -15.8% | -4.2% |
| 30D | -4.4% | +11.1% | -15.5% | -6.0% |
| 3M | -17.8% | -18.8% | +1.1% | -15.7% |
| 6M | -22.2% | +10.5% | -32.7% | -24.1% |
| YTD | +0.7% | -3.4% | +4.1% | -1.2% |
| 1Y | -5.9% | +19.7% | -25.6% | -10.5% |
| 3Y | +8.6% | +381.6% | -373.0% | -18.3% |
| All | +5.6% | -17.6% | +23.2% | -8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling