+421.5%
CARR vs COR
+358.9%
+62.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.4% |
| 7D | -3.8% | -2.8% | -0.9% | -3.3% |
| 30D | -8.9% | +2.6% | -11.5% | -9.4% |
| 3M | -17.3% | +14.5% | -31.8% | -19.7% |
| 6M | -1.4% | -7.8% | +6.4% | 0.0% |
| YTD | +10.0% | -4.2% | +14.2% | +10.0% |
| 1Y | -6.4% | +7.0% | -13.4% | -9.5% |
| 3Y | +1.5% | +85.5% | -84.0% | -21.1% |
| 5Y | +9.3% | +181.2% | -171.9% | -29.3% |
| All | +421.5% | +358.9% | +62.6% | +172.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 10y: compounded portfolio wealth divided by compounded COR 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…
10y analysis · Full analysis span regression · 6 months rolling