+9.6%
CARR vs FIVE
+35.6%
-26.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.8% | -1.3% |
| 7D | +0.6% | +1.7% | -1.0% | +0.2% |
| 30D | -8.7% | +5.0% | -13.7% | -9.9% |
| 3M | -18.4% | +29.5% | -47.9% | -23.6% |
| 6M | -0.6% | +12.4% | -13.0% | -4.4% |
| YTD | +10.9% | +31.2% | -20.3% | +2.6% |
| 1Y | -7.3% | +72.9% | -80.2% | -20.2% |
| 3Y | +2.9% | +53.0% | -50.1% | -13.7% |
| 5Y | +9.6% | +34.2% | -24.5% | -8.6% |
| All | +9.6% | +35.6% | -26.0% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling