+436.5%
CARR vs EMR
+331.3%
+105.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.7% |
| 7D | +3.2% | +3.1% | +0.2% | +1.4% |
| 30D | -7.7% | -3.5% | -4.1% | -5.7% |
| 3M | -11.9% | +9.8% | -21.7% | -17.1% |
| 6M | +2.0% | +10.8% | -8.8% | -4.5% |
| YTD | +13.2% | +15.9% | -2.8% | +2.3% |
| 1Y | -8.5% | +16.4% | -25.0% | -17.9% |
| 3Y | +5.0% | +62.1% | -57.1% | -24.1% |
| 5Y | +12.0% | +62.9% | -50.9% | -20.6% |
| All | +436.5% | +331.3% | +105.2% | +168.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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