+9.6%
CARR vs COO
-44.2%
+53.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.2% | +4.3% | +0.5% |
| 7D | +0.6% | -9.0% | +9.6% | +4.4% |
| 30D | -8.7% | -16.8% | +8.2% | -1.7% |
| 3M | -18.4% | -7.5% | -10.9% | -16.2% |
| 6M | -0.6% | -16.3% | +15.7% | +6.1% |
| YTD | +10.9% | -22.5% | +33.5% | +22.2% |
| 1Y | -7.3% | -7.0% | -0.3% | -5.8% |
| 3Y | +2.9% | -27.5% | +30.4% | +11.2% |
| 5Y | +9.6% | -43.3% | +53.0% | +32.4% |
| All | +9.6% | -44.2% | +53.8% | +32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling