+10.7%
CARR vs EWZ
+59.6%
-49.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.8% |
| 7D | -3.8% | +0.9% | -4.6% | -4.1% |
| 30D | -8.9% | +12.8% | -21.7% | -12.5% |
| 3M | -17.3% | +10.8% | -28.1% | -20.2% |
| 6M | -1.4% | +2.5% | -3.9% | -2.3% |
| YTD | +10.0% | +21.4% | -11.4% | +3.5% |
| 1Y | -6.4% | +32.8% | -39.1% | -14.4% |
| 3Y | +1.5% | +45.2% | -43.6% | -10.7% |
| All | +10.7% | +59.6% | -49.0% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling