-1.5%
CARR vs IP
-8.6%
+7.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.6% |
| 7D | +1.6% | -5.3% | +6.8% | +2.8% |
| 30D | -8.7% | -10.9% | +2.1% | -6.4% |
| 3M | -12.6% | +11.2% | -23.7% | -15.4% |
| 6M | -1.5% | -10.2% | +8.7% | -1.9% |
| All | -1.5% | -8.6% | +7.1% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 6mo: compounded portfolio wealth divided by compounded IP 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…
6mo analysis · Full analysis span regression · 6 months rolling