+397.5%
CARR vs MSCI
+214.1%
+183.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +2.7% |
| 7D | -1.9% | -1.9% | 0.0% | -1.3% |
| 30D | -1.1% | +16.5% | -17.6% | -5.9% |
| 3M | -13.8% | +18.2% | -32.0% | -18.5% |
| 6M | -16.5% | +14.0% | -30.5% | -20.8% |
| YTD | +4.9% | +16.6% | -11.7% | -2.2% |
| 1Y | -2.7% | +14.8% | -17.5% | -8.8% |
| 3Y | +10.4% | +33.3% | -22.8% | -3.5% |
| 5Y | +7.7% | +9.1% | -1.3% | -4.7% |
| All | +397.5% | +214.1% | +183.3% | +296.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling