+394.0%
CARR vs M
+395.0%
-1.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.6% |
| 7D | +3.5% | +7.0% | -3.5% | +2.1% |
| 30D | +0.4% | +8.9% | -8.6% | -1.4% |
| 3M | -14.1% | +4.5% | -18.6% | -15.0% |
| 6M | -16.7% | +36.2% | -52.9% | -21.8% |
| YTD | +4.2% | +15.1% | -10.9% | +0.5% |
| 1Y | -0.2% | +27.4% | -27.6% | -5.6% |
| 3Y | +10.9% | +160.1% | -149.3% | -11.0% |
| 5Y | +3.9% | -1.6% | +5.4% | -6.0% |
| All | +394.0% | +395.0% | -1.0% | +211.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling