+436.5%
CARR vs COR
+363.3%
+73.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.7% |
| 7D | +3.2% | -1.9% | +5.1% | +3.6% |
| 30D | -7.7% | +1.5% | -9.2% | -8.0% |
| 3M | -11.9% | +18.7% | -30.6% | -15.1% |
| 6M | +2.0% | -9.0% | +11.1% | +3.8% |
| YTD | +13.2% | -3.3% | +16.4% | +13.0% |
| 1Y | -8.5% | +9.8% | -18.4% | -12.2% |
| 3Y | +5.0% | +87.4% | -82.4% | -18.6% |
| 5Y | +12.0% | +180.5% | -168.5% | -27.3% |
| All | +436.5% | +363.3% | +73.1% | +180.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling