+414.1%
CARR vs INDA
+125.0%
+289.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.5% |
| 7D | -4.1% | -3.6% | -0.5% | -1.7% |
| 30D | -11.0% | -4.0% | -7.0% | -8.6% |
| 3M | -16.4% | +1.7% | -18.1% | -17.4% |
| 6M | -2.4% | -3.6% | +1.3% | 0.0% |
| YTD | +8.4% | -11.0% | +19.4% | +17.0% |
| 1Y | -8.0% | -9.5% | +1.5% | -2.1% |
| 3Y | +0.6% | +7.6% | -7.1% | -5.2% |
| 5Y | +7.7% | +4.8% | +3.0% | +2.6% |
| All | +414.1% | +125.0% | +289.1% | +212.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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