-1.8%
CARR vs CRS
-3.8%
+2.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.9% |
| 7D | -0.7% | +4.3% | -5.0% | -1.8% |
| 30D | +0.3% | -25.5% | +25.8% | +7.5% |
| 3M | -14.9% | -48.7% | +33.8% | +2.6% |
| 6M | -14.9% | -31.6% | +16.8% | -6.1% |
| YTD | +7.0% | -7.0% | +14.0% | +12.3% |
| 1Y | -1.8% | -4.5% | +2.7% | +2.0% |
| All | -1.8% | -3.8% | +2.0% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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