+377.4%
CARR vs CSGP
-44.8%
+422.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.7% | +3.1% | -0.3% |
| 7D | -2.3% | +1.3% | -3.6% | -2.7% |
| 30D | -4.4% | +10.7% | -15.0% | -7.7% |
| 3M | -17.8% | +3.3% | -21.0% | -19.5% |
| 6M | -22.2% | -10.3% | -11.9% | -21.6% |
| YTD | +0.7% | -54.6% | +55.3% | +24.4% |
| 1Y | -5.9% | -54.6% | +48.7% | +16.1% |
| 3Y | +8.6% | -60.3% | +68.9% | +36.9% |
| 5Y | +6.7% | -63.3% | +70.0% | +33.8% |
| All | +377.4% | -44.8% | +422.2% | +416.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling