+425.9%
CARR vs IT
+104.4%
+321.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.5% |
| 7D | +0.6% | -9.1% | +9.8% | +3.1% |
| 30D | -8.7% | -12.2% | +3.5% | -5.8% |
| 3M | -18.4% | +7.8% | -26.2% | -21.6% |
| 6M | -0.6% | +2.0% | -2.6% | -4.1% |
| YTD | +10.9% | -32.7% | +43.7% | +22.1% |
| 1Y | -7.3% | -31.1% | +23.8% | +0.4% |
| 3Y | +2.9% | -52.1% | +55.0% | +25.3% |
| 5Y | +9.6% | -46.3% | +55.9% | +24.8% |
| All | +425.9% | +104.4% | +321.5% | +316.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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