+0.1%
CARR vs EW
+17.2%
-17.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -2.9% | -2.4% |
| 7D | -4.1% | -3.4% | -0.8% | -3.4% |
| 30D | -11.0% | -7.4% | -3.6% | -9.5% |
| 3M | -16.4% | +0.9% | -17.3% | -16.7% |
| 6M | -2.4% | +1.2% | -3.5% | -2.9% |
| YTD | +8.4% | +1.8% | +6.6% | +7.6% |
| 1Y | -8.0% | +10.8% | -18.8% | -10.3% |
| All | +0.1% | +17.2% | -17.1% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling