-1.8%
CARR vs ETR
+18.4%
-20.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -0.5% |
| 7D | -0.7% | +3.7% | -4.4% | -2.1% |
| 30D | +0.3% | +11.0% | -10.7% | -3.7% |
| 3M | -14.9% | +3.4% | -18.3% | -16.0% |
| 6M | -14.9% | -3.3% | -11.6% | -14.0% |
| YTD | +7.0% | +23.3% | -16.3% | -3.2% |
| 1Y | -1.8% | +19.2% | -20.9% | -9.5% |
| All | -1.8% | +18.4% | -20.1% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling