+421.5%
CARR vs CPB
-46.8%
+468.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.2% | +1.4% |
| 7D | -3.8% | -1.8% | -2.0% | -3.6% |
| 30D | -8.9% | -7.1% | -1.8% | -8.2% |
| 3M | -17.3% | -6.0% | -11.3% | -16.9% |
| 6M | -1.4% | -5.3% | +3.9% | -1.1% |
| YTD | +10.0% | -20.8% | +30.8% | +13.0% |
| 1Y | -6.4% | -33.8% | +27.5% | -1.3% |
| 3Y | +1.5% | -43.7% | +45.3% | +8.2% |
| 5Y | +9.3% | -40.7% | +50.0% | +13.8% |
| All | +421.5% | -46.8% | +468.3% | +414.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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