+441.9%
CARR vs EW
+56.1%
+385.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | +1.6% | -0.3% | +1.9% | +1.6% |
| 30D | -8.7% | +1.0% | -9.8% | -9.0% |
| 3M | -12.6% | +2.8% | -15.4% | -13.4% |
| 6M | -1.5% | +5.5% | -7.0% | -3.3% |
| YTD | +14.3% | +5.5% | +8.8% | +12.2% |
| 1Y | -4.6% | +11.0% | -15.6% | -7.7% |
| 3Y | +7.3% | +17.7% | -10.4% | -1.7% |
| 5Y | +11.6% | -25.7% | +37.4% | +15.5% |
| All | +441.9% | +56.1% | +385.8% | +352.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling