-2.4%
CARR vs ITW
-2.5%
+0.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.7% | -2.6% |
| 7D | -4.1% | -2.4% | -1.8% | -2.5% |
| 30D | -11.0% | -9.5% | -1.4% | -4.4% |
| 3M | -16.4% | +6.6% | -23.0% | -24.1% |
| 6M | -2.4% | -1.8% | -0.6% | -3.1% |
| All | -2.4% | -2.5% | +0.2% | -3.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling