+421.5%
CARR vs EFV
+247.1%
+174.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.4% | +0.5% |
| 7D | -3.8% | -0.8% | -3.0% | -3.0% |
| 30D | -8.9% | +0.6% | -9.5% | -9.4% |
| 3M | -17.3% | +7.5% | -24.8% | -22.6% |
| 6M | -1.4% | +13.0% | -14.4% | -11.5% |
| YTD | +10.0% | +18.3% | -8.3% | -5.2% |
| 1Y | -6.4% | +26.7% | -33.1% | -24.1% |
| 3Y | +1.5% | +89.6% | -88.0% | -41.8% |
| 5Y | +9.3% | +98.2% | -88.9% | -40.1% |
| All | +421.5% | +247.1% | +174.4% | +112.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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