+2.4%
CARR vs COO
-27.8%
+30.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.2% | +4.3% | -0.1% |
| 7D | +0.6% | -9.0% | +9.6% | +3.4% |
| 30D | -8.7% | -16.8% | +8.2% | -3.7% |
| 3M | -18.4% | -7.5% | -10.9% | -16.8% |
| 6M | -0.6% | -16.3% | +15.7% | +4.3% |
| YTD | +10.9% | -22.5% | +33.5% | +19.0% |
| 1Y | -7.3% | -7.0% | -0.3% | -5.9% |
| All | +2.4% | -27.8% | +30.2% | +11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling