+0.1%
CARR vs EAT
+585.9%
-585.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | -4.1% | -6.2% | +2.1% | -3.2% |
| 30D | -11.0% | -3.0% | -7.9% | -10.7% |
| 3M | -16.4% | +45.6% | -62.0% | -22.0% |
| 6M | -2.4% | +53.5% | -55.9% | -10.1% |
| YTD | +8.4% | +49.6% | -41.2% | 0.0% |
| 1Y | -8.0% | +38.9% | -46.9% | -14.2% |
| All | +0.1% | +585.9% | -585.8% | -38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling