+421.5%
CARR vs EWZ
+179.4%
+242.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.7% |
| 7D | -3.8% | +0.9% | -4.6% | -4.0% |
| 30D | -8.9% | +12.8% | -21.7% | -12.3% |
| 3M | -17.3% | +10.8% | -28.1% | -20.0% |
| 6M | -1.4% | +2.5% | -3.9% | -2.2% |
| YTD | +10.0% | +21.4% | -11.4% | +3.8% |
| 1Y | -6.4% | +32.8% | -39.1% | -14.1% |
| 3Y | +1.5% | +45.2% | -43.6% | -10.1% |
| 5Y | +9.3% | +63.0% | -53.7% | -7.9% |
| All | +421.5% | +179.4% | +242.1% | +278.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling