+10.7%
CARR vs ICE
+40.4%
-29.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.0% |
| 7D | -3.8% | -2.4% | -1.4% | -2.7% |
| 30D | -8.9% | +4.0% | -12.9% | -10.6% |
| 3M | -17.3% | +13.7% | -31.0% | -22.6% |
| 6M | -1.4% | +0.9% | -2.3% | -2.7% |
| YTD | +10.0% | -2.1% | +12.1% | +9.2% |
| 1Y | -6.4% | -9.5% | +3.2% | -2.5% |
| 3Y | +1.5% | +42.1% | -40.5% | -22.4% |
| All | +10.7% | +40.4% | -29.7% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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