+436.5%
CARR vs CRL
+186.5%
+250.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.2% |
| 7D | +3.2% | -0.6% | +3.8% | +3.4% |
| 30D | -7.7% | +5.0% | -12.6% | -9.0% |
| 3M | -11.9% | +50.6% | -62.5% | -22.4% |
| 6M | +2.0% | +60.9% | -58.9% | -12.9% |
| YTD | +13.2% | +40.7% | -27.6% | 0.0% |
| 1Y | -8.5% | +73.3% | -81.8% | -24.9% |
| 3Y | +5.0% | +40.6% | -35.6% | -12.1% |
| 5Y | +12.0% | -37.0% | +49.0% | +19.5% |
| All | +436.5% | +186.5% | +250.0% | +253.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling