+441.9%
CARR vs CPB
-45.8%
+487.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +1.5% |
| 7D | +1.6% | -8.6% | +10.2% | +2.6% |
| 30D | -8.7% | -7.2% | -1.5% | -8.0% |
| 3M | -12.6% | +0.9% | -13.5% | -13.0% |
| 6M | -1.5% | -11.8% | +10.3% | -0.3% |
| YTD | +14.3% | -19.4% | +33.7% | +17.2% |
| 1Y | -4.6% | -30.4% | +25.8% | -0.1% |
| 3Y | +7.3% | -40.2% | +47.5% | +13.1% |
| 5Y | +11.6% | -39.5% | +51.1% | +15.9% |
| All | +441.9% | -45.8% | +487.7% | +433.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling