+4.7%
CARR vs CSGP
-62.5%
+67.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -1.0% |
| 7D | +3.5% | +1.3% | +2.1% | +3.1% |
| 30D | +0.4% | +2.8% | -2.5% | -1.0% |
| 3M | -14.1% | -6.3% | -7.8% | -13.5% |
| 6M | -16.7% | -3.2% | -13.5% | -17.7% |
| YTD | +4.2% | -54.0% | +58.2% | +29.2% |
| 1Y | -0.2% | -54.8% | +54.6% | +24.6% |
| 3Y | +10.9% | -60.6% | +71.4% | +40.9% |
| All | +4.7% | -62.5% | +67.1% | +35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling