+394.0%
CARR vs CP
+170.3%
+223.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | +3.5% | +2.1% | +1.3% | +2.2% |
| 30D | +0.4% | +9.3% | -9.0% | -4.6% |
| 3M | -14.1% | +0.5% | -14.5% | -14.4% |
| 6M | -16.7% | +10.4% | -27.1% | -21.6% |
| YTD | +4.2% | +28.7% | -24.5% | -10.1% |
| 1Y | -0.2% | +33.2% | -33.4% | -15.5% |
| 3Y | +10.9% | +38.4% | -27.6% | -9.5% |
| 5Y | +3.9% | +26.2% | -22.3% | -12.2% |
| All | +394.0% | +170.3% | +223.7% | +188.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling