-8.0%
CARR vs GD
+12.4%
-20.4%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.3% |
| 7D | -4.1% | -3.2% | -1.0% | -3.6% |
| 30D | -11.0% | -9.6% | -1.4% | -9.3% |
| 3M | -16.4% | +4.3% | -20.7% | -17.2% |
| 6M | -2.4% | +0.5% | -2.9% | -2.1% |
| YTD | +8.4% | +6.6% | +1.8% | +4.3% |
| 1Y | -8.0% | +11.6% | -19.6% | -14.0% |
| All | -8.0% | +12.4% | -20.4% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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