+386.1%
CARR vs CSGP
-43.5%
+429.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.4% | +1.2% |
| 7D | -3.3% | -1.8% | -1.5% | -2.9% |
| 30D | -3.6% | +5.3% | -8.9% | -5.6% |
| 3M | -16.3% | +3.3% | -19.6% | -18.1% |
| 6M | -19.6% | -4.7% | -14.9% | -20.2% |
| YTD | +2.5% | -53.5% | +56.1% | +26.0% |
| 1Y | -5.8% | -53.7% | +47.9% | +15.7% |
| 3Y | +10.2% | -59.7% | +69.9% | +38.6% |
| 5Y | +4.7% | -62.5% | +67.1% | +30.4% |
| All | +386.1% | -43.5% | +429.6% | +423.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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