-4.6%
CARR vs COO
+4.1%
-8.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.5% |
| 7D | +1.6% | -2.2% | +3.8% | +2.2% |
| 30D | -8.7% | -7.0% | -1.7% | -6.8% |
| 3M | -12.6% | +12.2% | -24.8% | -16.4% |
| 6M | -1.5% | -15.1% | +13.6% | +4.0% |
| YTD | +14.3% | -15.1% | +29.4% | +20.5% |
| 1Y | -4.6% | +2.3% | -6.9% | -4.9% |
| All | -4.6% | +4.1% | -8.7% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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