+421.5%
CARR vs EAT
+2,652.5%
-2,231.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.5% | +1.6% |
| 7D | -3.8% | -7.7% | +3.9% | -2.3% |
| 30D | -8.9% | -13.6% | +4.7% | -6.5% |
| 3M | -17.3% | +33.9% | -51.2% | -22.4% |
| 6M | -1.4% | +47.2% | -48.6% | -9.6% |
| YTD | +10.0% | +48.1% | -38.1% | +0.4% |
| 1Y | -6.4% | +33.7% | -40.0% | -13.3% |
| 3Y | +1.5% | +595.8% | -594.2% | -35.5% |
| 5Y | +9.3% | +314.4% | -305.1% | -26.6% |
| All | +421.5% | +2,652.5% | -2,231.0% | +173.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling