+394.0%
CARR vs IR
+352.5%
+41.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | +3.5% | +2.5% | +1.0% | +1.7% |
| 30D | +0.4% | +9.2% | -8.8% | -5.7% |
| 3M | -14.1% | +0.9% | -15.0% | -15.1% |
| 6M | -16.7% | +19.2% | -35.9% | -26.7% |
| YTD | +4.2% | +7.5% | -3.3% | -2.1% |
| 1Y | -0.2% | +11.7% | -11.9% | -8.7% |
| 3Y | +10.9% | +23.9% | -13.0% | -8.6% |
| 5Y | +3.9% | +46.4% | -42.5% | -24.8% |
| All | +394.0% | +352.5% | +41.5% | +78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling