+441.9%
CARR vs CP
+162.4%
+279.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +0.9% |
| 7D | +1.6% | -2.7% | +4.2% | +3.1% |
| 30D | -8.7% | +0.2% | -8.9% | -8.9% |
| 3M | -12.6% | +2.6% | -15.1% | -14.1% |
| 6M | -1.5% | +6.0% | -7.5% | -5.1% |
| YTD | +14.3% | +24.9% | -10.6% | +0.4% |
| 1Y | -4.6% | +20.1% | -24.7% | -14.5% |
| 3Y | +7.3% | +16.4% | -9.0% | -3.6% |
| 5Y | +11.6% | +31.7% | -20.1% | -7.7% |
| All | +441.9% | +162.4% | +279.5% | +222.0% |
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