-6.4%
CARR vs M
+34.0%
-40.4%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.7% | -6.3% | -0.5% |
| 7D | -3.8% | -4.2% | +0.4% | -2.8% |
| 30D | -8.9% | -7.2% | -1.7% | -7.3% |
| 3M | -17.3% | -11.1% | -6.2% | -15.2% |
| 6M | -1.4% | +28.8% | -30.2% | -7.6% |
| YTD | +10.0% | +2.0% | +8.0% | +7.3% |
| 1Y | -6.4% | +31.3% | -37.6% | -13.5% |
| All | -6.4% | +34.0% | -40.4% | -13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling