+425.9%
CARR vs EWT
+465.8%
-39.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | +0.6% | +2.1% | -1.5% | -0.6% |
| 30D | -8.7% | +9.4% | -18.0% | -13.6% |
| 3M | -18.4% | +10.9% | -29.2% | -23.8% |
| 6M | -0.6% | +57.9% | -58.5% | -26.1% |
| YTD | +10.9% | +75.9% | -65.0% | -23.2% |
| 1Y | -7.3% | +89.7% | -97.0% | -39.1% |
| 3Y | +2.9% | +200.9% | -198.0% | -50.6% |
| 5Y | +9.6% | +154.5% | -144.9% | -42.5% |
| All | +425.9% | +465.8% | -39.9% | +90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling