+421.5%
CARR vs EFX
+45.1%
+376.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.9% | +1.2% |
| 7D | -3.8% | -4.5% | +0.8% | -2.1% |
| 30D | -8.9% | -6.1% | -2.8% | -7.0% |
| 3M | -17.3% | +6.2% | -23.5% | -20.7% |
| 6M | -1.4% | -11.2% | +9.8% | +1.2% |
| YTD | +10.0% | -21.4% | +31.4% | +17.7% |
| 1Y | -6.4% | -34.3% | +28.0% | +8.0% |
| 3Y | +1.5% | -12.5% | +14.1% | +0.5% |
| 5Y | +9.3% | -35.6% | +44.9% | +17.1% |
| All | +421.5% | +45.1% | +376.4% | +352.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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