+5.0%
CARR vs MSCI
+4.4%
+0.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.8% | -0.1% |
| 7D | +3.2% | -2.1% | +5.3% | +3.7% |
| 30D | -7.7% | -1.7% | -5.9% | -7.3% |
| 3M | -11.9% | -8.2% | -3.7% | -10.6% |
| 6M | +2.0% | -2.4% | +4.5% | +1.4% |
| YTD | +13.2% | -2.8% | +16.0% | +11.9% |
| 1Y | -8.5% | -2.7% | -5.9% | -10.0% |
| 3Y | +5.0% | +7.3% | -2.3% | -1.0% |
| All | +5.0% | +4.4% | +0.5% | -1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling