+9.0%
CARR vs ONON
-24.2%
+33.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -4.1% | -5.3% | +1.2% | -3.2% |
| 30D | -11.0% | -13.1% | +2.2% | -8.7% |
| 3M | -16.4% | -29.3% | +13.0% | -11.6% |
| 6M | -2.4% | -34.5% | +32.2% | +4.2% |
| YTD | +8.4% | -42.2% | +50.7% | +18.2% |
| 1Y | -8.0% | -37.3% | +29.4% | -1.7% |
| 3Y | +0.6% | -9.3% | +9.8% | -1.7% |
| All | +9.0% | -24.2% | +33.2% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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