+10.7%
CARR vs MKTX
-60.5%
+71.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | -3.8% | -0.2% | -3.5% | -3.7% |
| 30D | -8.9% | +0.7% | -9.6% | -9.0% |
| 3M | -17.3% | +40.8% | -58.1% | -22.3% |
| 6M | -1.4% | -8.0% | +6.6% | +0.2% |
| YTD | +10.0% | -8.7% | +18.7% | +11.8% |
| 1Y | -6.4% | -11.8% | +5.5% | -4.2% |
| 3Y | +1.5% | -24.0% | +25.6% | +3.9% |
| All | +10.7% | -60.5% | +71.1% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 5y: compounded portfolio wealth divided by compounded MKTX 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…
5y analysis · Full analysis span regression · 6 months rolling