+1.5%
CARR vs EWT
+198.4%
-196.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +0.4% |
| 7D | -3.8% | -1.1% | -2.6% | -3.1% |
| 30D | -8.9% | +4.5% | -13.4% | -11.2% |
| 3M | -17.3% | +8.3% | -25.6% | -21.6% |
| 6M | -1.4% | +54.2% | -55.6% | -24.9% |
| YTD | +10.0% | +74.6% | -64.6% | -22.6% |
| 1Y | -6.4% | +84.9% | -91.2% | -36.6% |
| 3Y | +1.5% | +197.5% | -196.0% | -52.9% |
| All | +1.5% | +198.4% | -196.8% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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