+9.6%
CARR vs M
+22.2%
-12.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.2% | -1.1% |
| 7D | +0.6% | -4.1% | +4.7% | +1.5% |
| 30D | -8.7% | -13.6% | +5.0% | -5.8% |
| 3M | -18.4% | -2.3% | -16.1% | -18.2% |
| 6M | -0.6% | +21.9% | -22.5% | -5.1% |
| YTD | +10.9% | -0.6% | +11.5% | +10.1% |
| 1Y | -7.3% | +29.7% | -37.0% | -13.3% |
| 3Y | +2.9% | +107.3% | -104.4% | -16.8% |
| 5Y | +9.6% | +20.5% | -10.8% | -4.6% |
| All | +9.6% | +22.2% | -12.6% | -4.6% |
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