+421.5%
CARR vs EW
+46.5%
+375.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.8% | +4.2% | +2.2% |
| 7D | -3.8% | -6.2% | +2.4% | -2.1% |
| 30D | -8.9% | -9.3% | +0.4% | -6.5% |
| 3M | -17.3% | -1.6% | -15.7% | -17.1% |
| 6M | -1.4% | -0.8% | -0.5% | -1.5% |
| YTD | +10.0% | -1.0% | +11.0% | +9.8% |
| 1Y | -6.4% | +8.2% | -14.5% | -8.8% |
| 3Y | +1.5% | +12.7% | -11.1% | -6.0% |
| 5Y | +9.3% | -30.2% | +39.5% | +14.9% |
| All | +421.5% | +46.5% | +375.0% | +343.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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