+1.5%
CARR vs INFY
-31.8%
+33.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INFY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | 0.0% | +1.2% |
| 7D | -3.8% | -5.4% | +1.6% | -3.0% |
| 30D | -8.9% | -9.9% | +0.9% | -7.7% |
| 3M | -17.3% | -4.6% | -12.7% | -17.2% |
| 6M | -1.4% | -18.5% | +17.1% | +1.8% |
| YTD | +10.0% | -36.5% | +46.5% | +20.9% |
| 1Y | -6.4% | -32.8% | +26.4% | +0.3% |
| 3Y | +1.5% | -32.2% | +33.7% | +4.9% |
| All | +1.5% | -31.8% | +33.3% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INFY.
Daily Out/Under-Performance
Portfolio return minus INFY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INFY 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 INFY 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