+10.7%
CARR vs EWT
+149.5%
-138.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +0.3% |
| 7D | -3.8% | -1.1% | -2.6% | -3.1% |
| 30D | -8.9% | +4.5% | -13.4% | -11.4% |
| 3M | -17.3% | +8.3% | -25.6% | -21.9% |
| 6M | -1.4% | +54.2% | -55.6% | -26.7% |
| YTD | +10.0% | +74.6% | -64.6% | -25.0% |
| 1Y | -6.4% | +84.9% | -91.2% | -38.8% |
| 3Y | +1.5% | +197.5% | -196.0% | -54.0% |
| All | +10.7% | +149.5% | -138.8% | -44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling