-4.6%
CARR vs EAT
+37.5%
-42.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | +1.6% | 0.0% | +1.6% | +1.5% |
| 30D | -8.7% | +1.9% | -10.6% | -9.1% |
| 3M | -12.6% | +68.7% | -81.2% | -19.9% |
| 6M | -1.5% | +66.9% | -68.4% | -9.4% |
| YTD | +14.3% | +60.4% | -46.1% | +5.7% |
| 1Y | -4.6% | +44.0% | -48.6% | -12.8% |
| All | -4.6% | +37.5% | -42.0% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 1y: compounded portfolio wealth divided by compounded EAT 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…
1y analysis · Full analysis span regression · 6 months rolling