+1.5%
CARR vs CRS
+612.2%
-610.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.6% | +1.7% |
| 7D | -3.8% | -6.8% | +3.0% | -2.0% |
| 30D | -8.9% | -16.1% | +7.2% | -4.6% |
| 3M | -17.3% | -21.2% | +3.9% | -12.1% |
| 6M | -1.4% | +8.7% | -10.1% | -3.7% |
| YTD | +10.0% | +41.0% | -31.0% | +0.5% |
| 1Y | -6.4% | +82.7% | -89.0% | -20.5% |
| 3Y | +1.5% | +604.8% | -603.2% | -36.8% |
| All | +1.5% | +612.2% | -610.7% | -36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling