+14.0%
CARR vs COMP
-31.2%
+45.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +1.0% |
| 7D | +1.6% | +1.4% | +0.2% | +1.4% |
| 30D | -8.7% | -13.3% | +4.6% | -7.0% |
| 3M | -12.6% | +41.1% | -53.7% | -16.9% |
| 6M | -1.5% | +17.2% | -18.7% | -5.0% |
| YTD | +14.3% | +5.2% | +9.1% | +11.3% |
| 1Y | -4.6% | +18.9% | -23.5% | -9.1% |
| 3Y | +7.3% | +215.9% | -208.6% | -14.3% |
| All | +14.0% | -31.2% | +45.2% | -6.2% |
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