+414.1%
CARR vs M
+307.3%
+106.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.7% | +2.4% | -1.4% |
| 7D | -4.1% | -8.8% | +4.6% | -2.5% |
| 30D | -11.0% | -16.4% | +5.4% | -8.0% |
| 3M | -16.4% | -10.8% | -5.6% | -14.7% |
| 6M | -2.4% | +16.1% | -18.5% | -5.4% |
| YTD | +8.4% | -5.3% | +13.7% | +8.7% |
| 1Y | -8.0% | +24.9% | -32.8% | -12.5% |
| 3Y | +0.6% | +97.5% | -97.0% | -15.1% |
| 5Y | +7.7% | +20.4% | -12.6% | -4.7% |
| All | +414.1% | +307.3% | +106.7% | +236.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling