-4.6%
CARR vs EWZ
+36.3%
-40.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.4% |
| 7D | +1.6% | +6.5% | -4.9% | -1.2% |
| 30D | -8.7% | +4.8% | -13.6% | -10.6% |
| 3M | -12.6% | +9.9% | -22.5% | -16.3% |
| 6M | -1.5% | +1.9% | -3.5% | -2.0% |
| YTD | +14.3% | +20.3% | -6.0% | +8.2% |
| 1Y | -4.6% | +35.6% | -40.2% | -14.4% |
| All | -4.6% | +36.3% | -40.9% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 1y: compounded portfolio wealth divided by compounded EWZ 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…
1y analysis · Full analysis span regression · 6 months rolling