+5.0%
CARR vs FIVE
+59.0%
-54.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | +3.2% | +3.7% | -0.4% | +2.6% |
| 30D | -7.7% | +4.0% | -11.6% | -8.4% |
| 3M | -11.9% | +36.2% | -48.2% | -16.9% |
| 6M | +2.0% | +18.0% | -16.0% | -1.7% |
| YTD | +13.2% | +34.9% | -21.7% | +6.4% |
| 1Y | -8.5% | +67.9% | -76.4% | -17.4% |
| 3Y | +5.0% | +57.3% | -52.4% | -16.7% |
| All | +5.0% | +59.0% | -54.1% | -16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling