+421.5%
CARR vs O
+99.1%
+322.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.6% | +1.5% |
| 7D | -3.8% | -2.9% | -0.9% | -2.6% |
| 30D | -8.9% | -4.5% | -4.4% | -7.2% |
| 3M | -17.3% | -2.6% | -14.7% | -16.6% |
| 6M | -1.4% | -5.6% | +4.2% | +0.6% |
| YTD | +10.0% | +9.3% | +0.7% | +5.7% |
| 1Y | -6.4% | +4.3% | -10.7% | -8.4% |
| 3Y | +1.5% | +27.4% | -25.9% | -9.7% |
| 5Y | +9.3% | +17.1% | -7.8% | +1.2% |
| All | +421.5% | +99.1% | +322.4% | +329.3% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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