+441.9%
CARR vs FIVE
+350.4%
+91.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.1% | -4.0% | -0.1% |
| 7D | +1.6% | +4.3% | -2.7% | +0.6% |
| 30D | -8.7% | +12.5% | -21.3% | -11.4% |
| 3M | -12.6% | +31.2% | -43.8% | -18.2% |
| 6M | -1.5% | +14.4% | -15.9% | -5.5% |
| YTD | +14.3% | +33.9% | -19.6% | +5.7% |
| 1Y | -4.6% | +65.1% | -69.6% | -16.2% |
| 3Y | +7.3% | +49.0% | -41.6% | -8.8% |
| 5Y | +11.6% | +30.3% | -18.7% | -5.7% |
| All | +441.9% | +350.4% | +91.6% | +315.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling