+425.9%
CARR vs EFX
+44.3%
+381.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.2% |
| 7D | +0.6% | -9.4% | +10.0% | +4.3% |
| 30D | -8.7% | -6.9% | -1.8% | -6.5% |
| 3M | -18.4% | +0.1% | -18.5% | -19.8% |
| 6M | -0.6% | -17.3% | +16.7% | +5.0% |
| YTD | +10.9% | -21.8% | +32.8% | +19.0% |
| 1Y | -7.3% | -32.5% | +25.2% | +5.5% |
| 3Y | +2.9% | -12.3% | +15.2% | +1.7% |
| 5Y | +9.6% | -36.6% | +46.3% | +18.0% |
| All | +425.9% | +44.3% | +381.6% | +357.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling