+10.7%
CARR vs EFX
-36.2%
+46.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.9% | +1.2% |
| 7D | -3.8% | -4.5% | +0.8% | -2.0% |
| 30D | -8.9% | -6.1% | -2.8% | -6.9% |
| 3M | -17.3% | +6.2% | -23.5% | -21.0% |
| 6M | -1.4% | -11.2% | +9.8% | +1.4% |
| YTD | +10.0% | -21.4% | +31.4% | +18.5% |
| 1Y | -6.4% | -34.3% | +28.0% | +9.8% |
| 3Y | +1.5% | -12.5% | +14.1% | -1.5% |
| All | +10.7% | -36.2% | +46.8% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling