+436.5%
CARR vs MAR
+460.6%
-24.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.1% |
| 7D | +3.2% | -1.7% | +5.0% | +4.0% |
| 30D | -7.7% | -6.9% | -0.7% | -5.0% |
| 3M | -11.9% | -15.8% | +3.9% | -6.0% |
| 6M | +2.0% | +1.9% | +0.1% | +0.8% |
| YTD | +13.2% | +6.6% | +6.5% | +9.5% |
| 1Y | -8.5% | +23.7% | -32.2% | -16.8% |
| 3Y | +5.0% | +64.6% | -59.6% | -14.5% |
| 5Y | +12.0% | +156.4% | -144.4% | -21.3% |
| All | +436.5% | +460.6% | -24.1% | +240.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling