-1.8%
CARR vs OMC
+24.5%
-26.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.2% | -4.7% | +0.4% |
| 7D | -0.7% | +12.5% | -13.2% | -0.9% |
| 30D | +0.3% | +16.3% | -16.0% | 0.0% |
| 3M | -14.9% | +8.1% | -23.0% | -15.1% |
| 6M | -14.9% | +17.2% | -32.0% | -15.0% |
| YTD | +7.0% | +11.8% | -4.8% | +8.2% |
| 1Y | -1.8% | +23.9% | -25.7% | -2.2% |
| All | -1.8% | +24.5% | -26.3% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 1y: compounded portfolio wealth divided by compounded OMC 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…
1y analysis · Full analysis span regression · 6 months rolling