+9.6%
CARR vs CP
+30.0%
-20.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.3% |
| 7D | +0.6% | +0.6% | +0.1% | +0.3% |
| 30D | -8.7% | -0.5% | -8.2% | -8.5% |
| 3M | -18.4% | +0.1% | -18.4% | -18.7% |
| 6M | -0.6% | +7.8% | -8.4% | -5.2% |
| YTD | +10.9% | +22.9% | -11.9% | -1.9% |
| 1Y | -7.3% | +21.3% | -28.6% | -17.7% |
| 3Y | +2.9% | +20.4% | -17.5% | -9.7% |
| 5Y | +9.6% | +34.9% | -25.3% | -12.5% |
| All | +9.6% | +30.0% | -20.3% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling