+425.9%
CARR vs ICE
+142.1%
+283.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.6% |
| 7D | +0.6% | -0.9% | +1.5% | +1.0% |
| 30D | -8.7% | +4.0% | -12.6% | -10.4% |
| 3M | -18.4% | +11.0% | -29.3% | -22.9% |
| 6M | -0.6% | -5.0% | +4.3% | +1.0% |
| YTD | +10.9% | -2.7% | +13.6% | +10.3% |
| 1Y | -7.3% | -8.6% | +1.3% | -4.7% |
| 3Y | +2.9% | +41.4% | -38.5% | -19.1% |
| 5Y | +9.6% | +39.9% | -30.2% | -14.9% |
| All | +425.9% | +142.1% | +283.8% | +223.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling