+421.5%
CARR vs CRS
+2,958.0%
-2,536.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.6% | +1.7% |
| 7D | -3.8% | -6.8% | +3.0% | -2.1% |
| 30D | -8.9% | -16.1% | +7.2% | -5.1% |
| 3M | -17.3% | -21.2% | +3.9% | -12.7% |
| 6M | -1.4% | +8.7% | -10.1% | -3.6% |
| YTD | +10.0% | +41.0% | -31.0% | +0.7% |
| 1Y | -6.4% | +82.7% | -89.0% | -19.9% |
| 3Y | +1.5% | +604.8% | -603.2% | -38.1% |
| 5Y | +9.3% | +1,384.7% | -1,375.4% | -44.6% |
| All | +421.5% | +2,958.0% | -2,536.5% | +138.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling