-6.4%
CARR vs CRL
+80.5%
-86.9%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.2% |
| 7D | -3.8% | -3.5% | -0.2% | -3.3% |
| 30D | -8.9% | -2.1% | -6.8% | -8.7% |
| 3M | -17.3% | +48.0% | -65.3% | -21.9% |
| 6M | -1.4% | +64.7% | -66.1% | -8.9% |
| YTD | +10.0% | +39.5% | -29.5% | +3.7% |
| 1Y | -6.4% | +74.2% | -80.5% | -16.1% |
| All | -6.4% | +80.5% | -86.9% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling