-22.0%
CARR vs GLXY
+7.0%
-29.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.0% | +5.1% | -1.3% |
| 7D | +0.6% | +4.5% | -3.9% | +0.2% |
| 30D | -8.7% | +28.8% | -37.5% | -11.0% |
| 3M | -18.4% | -23.0% | +4.7% | -17.2% |
| 6M | -0.6% | +17.0% | -17.6% | -3.2% |
| YTD | +10.9% | +12.5% | -1.5% | +6.7% |
| 1Y | -7.3% | -5.4% | -1.9% | -8.8% |
| All | -22.0% | +7.0% | -29.0% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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