+421.5%
CARR vs GEN
+109.6%
+311.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.5% | +1.2% |
| 7D | -3.8% | -1.3% | -2.5% | -3.5% |
| 30D | -8.9% | +6.1% | -15.0% | -10.2% |
| 3M | -17.3% | +27.0% | -44.3% | -22.1% |
| 6M | -1.4% | +43.9% | -45.3% | -10.8% |
| YTD | +10.0% | +13.0% | -3.0% | +6.0% |
| 1Y | -6.4% | +4.0% | -10.4% | -7.7% |
| 3Y | +1.5% | +66.2% | -64.6% | -11.9% |
| 5Y | +9.3% | +23.2% | -13.9% | -0.8% |
| All | +421.5% | +109.6% | +311.9% | +326.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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