+441.9%
CARR vs M
+358.0%
+83.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +0.6% |
| 7D | +1.6% | +4.7% | -3.2% | +0.7% |
| 30D | -8.7% | -9.6% | +0.9% | -7.0% |
| 3M | -12.6% | +0.9% | -13.4% | -12.9% |
| 6M | -1.5% | +22.3% | -23.8% | -5.5% |
| YTD | +14.3% | +6.5% | +7.8% | +12.2% |
| 1Y | -4.6% | +38.8% | -43.4% | -11.1% |
| 3Y | +7.3% | +115.9% | -108.6% | -10.9% |
| 5Y | +11.6% | +28.6% | -17.0% | -2.7% |
| All | +441.9% | +358.0% | +83.9% | +247.5% |
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 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