+8.6%
CARR vs MOD
+129.2%
-120.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.7% | -7.3% | -2.9% |
| 7D | -2.3% | -25.5% | +23.2% | +3.9% |
| 30D | -4.4% | -49.0% | +44.6% | +11.5% |
| 3M | -17.8% | -49.8% | +32.1% | -4.4% |
| 6M | -22.2% | -64.8% | +42.5% | -2.3% |
| YTD | +0.7% | -27.6% | +28.3% | +5.2% |
| 1Y | -5.9% | -35.2% | +29.3% | -0.1% |
| 3Y | +8.6% | +137.1% | -128.6% | -36.0% |
| All | +8.6% | +129.2% | -120.6% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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