+414.1%
CARR vs CP
+154.5%
+259.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.5% |
| 7D | -4.1% | -2.7% | -1.4% | -2.6% |
| 30D | -11.0% | -3.4% | -7.6% | -9.3% |
| 3M | -16.4% | -0.6% | -15.7% | -16.4% |
| 6M | -2.4% | +6.3% | -8.7% | -6.0% |
| YTD | +8.4% | +21.2% | -12.7% | -3.1% |
| 1Y | -8.0% | +20.0% | -28.0% | -17.6% |
| 3Y | +0.6% | +18.7% | -18.1% | -10.6% |
| 5Y | +7.7% | +34.8% | -27.0% | -11.8% |
| All | +414.1% | +154.5% | +259.6% | +210.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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