+10.2%
CARR vs CSGP
-61.9%
+72.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.4% |
| 7D | +1.6% | -4.1% | +5.6% | +2.2% |
| 30D | -8.7% | +2.3% | -11.1% | -9.2% |
| 3M | -12.6% | -8.2% | -4.4% | -11.5% |
| 6M | -1.5% | -35.1% | +33.5% | +7.6% |
| YTD | +14.3% | -54.0% | +68.3% | +36.3% |
| 1Y | -4.6% | -65.3% | +60.7% | +25.4% |
| All | +10.2% | -61.9% | +72.1% | +39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling