+1.5%
CARR vs MAR
+66.4%
-64.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.5% |
| 7D | -3.8% | -0.5% | -3.2% | -3.5% |
| 30D | -8.9% | -5.4% | -3.5% | -6.2% |
| 3M | -17.3% | -15.5% | -1.8% | -9.7% |
| 6M | -1.4% | +3.0% | -4.4% | -4.2% |
| YTD | +10.0% | +8.5% | +1.5% | +3.0% |
| 1Y | -6.4% | +26.0% | -32.3% | -20.5% |
| 3Y | +1.5% | +68.6% | -67.1% | -32.1% |
| All | +1.5% | +66.4% | -64.8% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 3y: compounded portfolio wealth divided by compounded MAR 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…
3y analysis · Full analysis span regression · 6 months rolling