+436.5%
CARR vs EAT
+2,782.0%
-2,345.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.4% |
| 7D | +3.2% | -4.9% | +8.2% | +4.2% |
| 30D | -7.7% | -1.2% | -6.5% | -7.7% |
| 3M | -11.9% | +52.2% | -64.2% | -19.3% |
| 6M | +2.0% | +65.0% | -63.0% | -8.5% |
| YTD | +13.2% | +55.0% | -41.9% | +2.4% |
| 1Y | -8.5% | +42.1% | -50.6% | -16.3% |
| 3Y | +5.0% | +614.7% | -609.8% | -33.7% |
| 5Y | +12.0% | +322.7% | -310.8% | -25.1% |
| All | +436.5% | +2,782.0% | -2,345.5% | +178.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling