+2.4%
CARR vs HWM
+389.8%
-387.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.4% | -2.1% |
| 7D | +0.6% | -8.0% | +8.7% | +3.6% |
| 30D | -8.7% | -18.0% | +9.4% | -1.8% |
| 3M | -18.4% | -9.5% | -8.9% | -15.8% |
| 6M | -0.6% | -8.4% | +7.8% | +1.8% |
| YTD | +10.9% | +13.6% | -2.7% | +4.6% |
| 1Y | -7.3% | +30.2% | -37.5% | -17.0% |
| All | +2.4% | +389.8% | -387.3% | -39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling