+10.7%
CARR vs HWM
+638.1%
-627.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.1% |
| 7D | -3.8% | -11.4% | +7.7% | +1.2% |
| 30D | -8.9% | -18.5% | +9.6% | -0.9% |
| 3M | -17.3% | -13.2% | -4.1% | -12.7% |
| 6M | -1.4% | -8.7% | +7.3% | +1.5% |
| YTD | +10.0% | +12.2% | -2.2% | +3.0% |
| 1Y | -6.4% | +24.9% | -31.3% | -16.7% |
| 3Y | +1.5% | +383.9% | -382.4% | -54.4% |
| All | +10.7% | +638.1% | -627.5% | -59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling