+414.1%
CARR vs EFV
+243.4%
+170.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.0% |
| 7D | -4.1% | -2.0% | -2.1% | -2.3% |
| 30D | -11.0% | -0.2% | -10.8% | -10.8% |
| 3M | -16.4% | +9.1% | -25.5% | -22.8% |
| 6M | -2.4% | +11.7% | -14.1% | -11.5% |
| YTD | +8.4% | +17.0% | -8.6% | -5.7% |
| 1Y | -8.0% | +26.7% | -34.7% | -25.4% |
| 3Y | +0.6% | +90.2% | -89.6% | -42.4% |
| 5Y | +7.7% | +96.1% | -88.4% | -40.4% |
| All | +414.1% | +243.4% | +170.6% | +111.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling