+425.9%
CARR vs EWZ
+178.6%
+247.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.5% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | -8.7% | +8.2% | -16.8% | -10.9% |
| 3M | -18.4% | +13.3% | -31.7% | -21.5% |
| 6M | -0.6% | +3.6% | -4.2% | -1.7% |
| YTD | +10.9% | +21.0% | -10.0% | +4.8% |
| 1Y | -7.3% | +34.7% | -42.0% | -15.3% |
| 3Y | +2.9% | +48.3% | -45.4% | -9.4% |
| 5Y | +9.6% | +60.1% | -50.4% | -7.1% |
| All | +425.9% | +178.6% | +247.4% | +282.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling