-6.4%
CARR vs IR
-8.8%
+2.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.7% | +1.6% |
| 7D | -3.8% | -4.5% | +0.7% | -0.8% |
| 30D | -8.9% | -13.9% | +5.0% | +0.4% |
| 3M | -17.3% | -0.3% | -17.0% | -17.9% |
| 6M | -1.4% | -14.3% | +12.9% | +8.1% |
| YTD | +10.0% | -7.9% | +17.9% | +16.1% |
| 1Y | -6.4% | -9.9% | +3.5% | -1.2% |
| All | -6.4% | -8.8% | +2.5% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 1y: compounded portfolio wealth divided by compounded IR 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…
1y analysis · Full analysis span regression · 6 months rolling