+414.1%
CARR vs MCO
+184.4%
+229.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.7% | -1.5% |
| 7D | -4.1% | -7.3% | +3.2% | -0.6% |
| 30D | -11.0% | -1.7% | -9.3% | -10.4% |
| 3M | -16.4% | +3.9% | -20.3% | -18.5% |
| 6M | -2.4% | +3.8% | -6.2% | -5.3% |
| YTD | +8.4% | -7.9% | +16.3% | +10.6% |
| 1Y | -8.0% | -6.8% | -1.1% | -7.2% |
| 3Y | +0.6% | +40.9% | -40.4% | -19.9% |
| 5Y | +7.7% | +27.5% | -19.8% | -13.2% |
| All | +414.1% | +184.4% | +229.7% | +203.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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