+421.5%
CARR vs MSCI
+163.4%
+258.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.2% | +1.0% |
| 7D | -3.8% | -3.2% | -0.6% | -2.8% |
| 30D | -8.9% | -1.1% | -7.8% | -8.6% |
| 3M | -17.3% | -6.3% | -11.0% | -16.2% |
| 6M | -1.4% | +2.1% | -3.5% | -3.5% |
| YTD | +10.0% | -2.3% | +12.2% | +8.6% |
| 1Y | -6.4% | -3.9% | -2.4% | -7.3% |
| 3Y | +1.5% | +7.5% | -5.9% | -4.7% |
| 5Y | +9.3% | -9.8% | +19.1% | +2.5% |
| All | +421.5% | +163.4% | +258.1% | +340.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 10y: compounded portfolio wealth divided by compounded MSCI 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…
10y analysis · Full analysis span regression · 6 months rolling