+421.5%
CARR vs ETR
+209.7%
+211.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | -3.8% | -1.8% | -2.0% | -3.2% |
| 30D | -8.9% | -1.8% | -7.2% | -8.4% |
| 3M | -17.3% | -3.6% | -13.7% | -16.4% |
| 6M | -1.4% | +2.6% | -4.0% | -2.3% |
| YTD | +10.0% | +16.0% | -6.0% | +5.0% |
| 1Y | -6.4% | +20.1% | -26.5% | -11.6% |
| 3Y | +1.5% | +143.6% | -142.0% | -23.6% |
| 5Y | +9.3% | +124.4% | -115.1% | -15.9% |
| All | +421.5% | +209.7% | +211.8% | +288.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling