-1.8%
CARR vs FIVE
+63.3%
-65.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.7% | -6.2% | -0.7% |
| 7D | -0.7% | +7.5% | -8.1% | -2.0% |
| 30D | +0.3% | +16.7% | -16.4% | -2.7% |
| 3M | -14.9% | +13.4% | -28.3% | -17.2% |
| 6M | -14.9% | +9.0% | -23.9% | -16.5% |
| YTD | +7.0% | +33.8% | -26.8% | -1.0% |
| 1Y | -1.8% | +61.2% | -62.9% | -16.5% |
| All | -1.8% | +63.3% | -65.0% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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