+421.5%
CARR vs HWM
+1,889.3%
-1,467.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.2% |
| 7D | -3.8% | -11.4% | +7.7% | +0.3% |
| 30D | -8.9% | -18.5% | +9.6% | -2.4% |
| 3M | -17.3% | -13.2% | -4.1% | -13.5% |
| 6M | -1.4% | -8.7% | +7.3% | +1.2% |
| YTD | +10.0% | +12.2% | -2.2% | +4.6% |
| 1Y | -6.4% | +24.9% | -31.3% | -14.4% |
| 3Y | +1.5% | +383.9% | -382.4% | -43.5% |
| 5Y | +9.3% | +646.1% | -636.9% | -47.5% |
| All | +421.5% | +1,889.3% | -1,467.8% | +87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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