+414.1%
CARR vs FIVE
+330.9%
+83.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -1.7% |
| 7D | -4.1% | +0.6% | -4.7% | -4.3% |
| 30D | -11.0% | +3.0% | -14.0% | -11.7% |
| 3M | -16.4% | +23.2% | -39.6% | -20.6% |
| 6M | -2.4% | +9.2% | -11.5% | -5.3% |
| YTD | +8.4% | +28.1% | -19.7% | +1.3% |
| 1Y | -8.0% | +65.3% | -73.2% | -19.2% |
| 3Y | +0.6% | +49.4% | -48.8% | -14.8% |
| 5Y | +7.7% | +29.5% | -21.8% | -8.7% |
| All | +414.1% | +330.9% | +83.2% | +298.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling