+7.7%
CARR vs CRL
-38.6%
+46.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.3% | -1.7% |
| 7D | -4.1% | -6.9% | +2.8% | -2.3% |
| 30D | -11.0% | -3.2% | -7.8% | -10.3% |
| 3M | -16.4% | +46.5% | -62.9% | -25.2% |
| 6M | -2.4% | +63.1% | -65.5% | -16.2% |
| YTD | +8.4% | +36.9% | -28.4% | -2.7% |
| 1Y | -8.0% | +78.1% | -86.1% | -24.3% |
| 3Y | +0.6% | +36.7% | -36.1% | -14.1% |
| 5Y | +7.7% | -38.1% | +45.8% | +10.0% |
| All | +7.7% | -38.6% | +46.3% | +10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling