+421.5%
CARR vs OMC
+79.9%
+341.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.7% |
| 7D | -3.8% | -4.4% | +0.6% | -2.2% |
| 30D | -8.9% | -7.6% | -1.3% | -6.3% |
| 3M | -17.3% | +4.5% | -21.8% | -19.6% |
| 6M | -1.4% | -0.3% | -1.1% | -2.6% |
| YTD | +10.0% | -0.1% | +10.1% | +7.3% |
| 1Y | -6.4% | +4.6% | -11.0% | -11.2% |
| 3Y | +1.5% | +10.5% | -8.9% | -7.3% |
| 5Y | +9.3% | +31.7% | -22.4% | -8.0% |
| All | +421.5% | +79.9% | +341.6% | +286.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling