+2.4%
CARR vs CPB
-40.6%
+43.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.5% | -2.0% |
| 7D | +0.6% | -8.0% | +8.6% | +1.1% |
| 30D | -8.7% | -2.4% | -6.2% | -8.6% |
| 3M | -18.4% | +0.5% | -18.9% | -18.6% |
| 6M | -0.6% | -10.5% | +9.9% | +0.1% |
| YTD | +10.9% | -17.5% | +28.5% | +12.4% |
| 1Y | -7.3% | -31.0% | +23.7% | -4.8% |
| All | +2.4% | -40.6% | +43.0% | +7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling