+436.5%
CARR vs IR
+299.5%
+137.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | +0.1% |
| 7D | +3.2% | +0.6% | +2.6% | +2.8% |
| 30D | -7.7% | -13.6% | +6.0% | +1.7% |
| 3M | -11.9% | +3.7% | -15.6% | -14.5% |
| 6M | +2.0% | -13.1% | +15.1% | +11.4% |
| YTD | +13.2% | -5.1% | +18.3% | +16.1% |
| 1Y | -8.5% | -6.5% | -2.1% | -5.6% |
| 3Y | +5.0% | +8.5% | -3.5% | -5.1% |
| 5Y | +12.0% | +43.3% | -31.3% | -17.2% |
| All | +436.5% | +299.5% | +137.0% | +111.8% |
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