+10.7%
CARR vs ITW
+36.9%
-26.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.5% |
| 7D | -3.8% | -0.7% | -3.0% | -3.2% |
| 30D | -8.9% | -8.3% | -0.6% | -1.8% |
| 3M | -17.3% | +6.0% | -23.3% | -22.2% |
| 6M | -1.4% | 0.0% | -1.4% | -2.1% |
| YTD | +10.0% | +10.2% | -0.2% | 0.0% |
| 1Y | -6.4% | +3.2% | -9.6% | -10.0% |
| 3Y | +1.5% | +21.0% | -19.4% | -15.9% |
| All | +10.7% | +36.9% | -26.2% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 5y: compounded portfolio wealth divided by compounded ITW 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…
5y analysis · Full analysis span regression · 6 months rolling