-20.4%
CARR vs GLXY
+15.1%
-35.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -1.2% |
| 7D | +3.2% | +15.5% | -12.2% | +1.9% |
| 30D | -7.7% | +34.1% | -41.8% | -10.3% |
| 3M | -11.9% | -11.3% | -0.6% | -11.8% |
| 6M | +2.0% | +31.6% | -29.6% | -1.5% |
| YTD | +13.2% | +21.0% | -7.8% | +8.2% |
| 1Y | -8.5% | +11.7% | -20.2% | -11.3% |
| All | -20.4% | +15.1% | -35.5% | -22.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling