+414.1%
CARR vs ETR
+210.9%
+203.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -0.9% | -1.9% |
| 7D | -4.1% | -1.9% | -2.2% | -3.6% |
| 30D | -11.0% | -0.2% | -10.8% | -10.9% |
| 3M | -16.4% | -3.7% | -12.6% | -15.4% |
| 6M | -2.4% | +2.1% | -4.5% | -3.1% |
| YTD | +8.4% | +16.5% | -8.0% | +3.4% |
| 1Y | -8.0% | +22.5% | -30.5% | -13.6% |
| 3Y | +0.6% | +144.7% | -144.1% | -24.4% |
| 5Y | +7.7% | +125.2% | -117.5% | -17.2% |
| All | +414.1% | +210.9% | +203.2% | +282.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling