+4.6%
CARR vs M
-2.0%
+6.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.9% | +3.9% | +3.2% |
| 7D | -1.9% | -3.3% | +1.4% | -1.3% |
| 30D | -1.1% | +8.1% | -9.2% | -3.0% |
| 3M | -13.8% | +2.2% | -16.1% | -14.6% |
| 6M | -16.5% | +35.1% | -51.6% | -22.5% |
| YTD | +4.9% | +15.8% | -10.9% | +0.3% |
| 1Y | -2.7% | +25.8% | -28.5% | -8.7% |
| 3Y | +10.4% | +156.2% | -145.8% | -16.0% |
| All | +4.6% | -2.0% | +6.6% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling