-4.6%
CARR vs P
+32.0%
-36.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.9% |
| 7D | +1.6% | +6.5% | -5.0% | +1.0% |
| 30D | -8.7% | +18.8% | -27.6% | -10.5% |
| 3M | -12.6% | +26.7% | -39.3% | -15.1% |
| 6M | -1.5% | +62.2% | -63.7% | -6.2% |
| YTD | +14.3% | +48.5% | -34.2% | +9.0% |
| 1Y | -4.6% | +26.4% | -31.0% | -9.7% |
| All | -4.6% | +32.0% | -36.6% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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