+414.1%
CARR vs CSGP
-46.7%
+460.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | -4.1% | -6.9% | +2.8% | -2.3% |
| 30D | -11.0% | -5.2% | -5.7% | -9.9% |
| 3M | -16.4% | -13.8% | -2.5% | -13.7% |
| 6M | -2.4% | -36.3% | +34.0% | +10.0% |
| YTD | +8.4% | -56.1% | +64.6% | +36.5% |
| 1Y | -8.0% | -65.8% | +57.8% | +26.2% |
| 3Y | +0.6% | -64.3% | +64.9% | +32.5% |
| 5Y | +7.7% | -67.3% | +75.0% | +40.5% |
| All | +414.1% | -46.7% | +460.7% | +466.7% |
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