+395.6%
CARR vs CSGP
-45.6%
+441.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | +2.2% | -6.1% | +8.3% | +3.8% |
| 30D | -0.8% | +0.3% | -1.1% | -1.6% |
| 3M | -13.4% | -1.3% | -12.1% | -14.2% |
| 6M | -16.4% | -8.9% | -7.5% | -16.1% |
| YTD | +4.5% | -55.2% | +59.8% | +29.7% |
| 1Y | -1.4% | -56.4% | +55.0% | +23.4% |
| 3Y | +10.0% | -62.2% | +72.2% | +41.0% |
| 5Y | +4.2% | -63.7% | +67.9% | +30.9% |
| All | +395.6% | -45.6% | +441.2% | +438.4% |
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