+421.5%
CARR vs P
+1,040.3%
-618.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.3% | -2.9% | +0.7% |
| 7D | -3.8% | -1.3% | -2.4% | -3.5% |
| 30D | -8.9% | -11.9% | +3.0% | -7.1% |
| 3M | -17.3% | +41.6% | -58.9% | -23.2% |
| 6M | -1.4% | +58.1% | -59.5% | -11.2% |
| YTD | +10.0% | +46.5% | -36.5% | -0.4% |
| 1Y | -6.4% | +19.1% | -25.4% | -13.3% |
| 3Y | +1.5% | +150.6% | -149.0% | -24.2% |
| 5Y | +9.3% | +271.8% | -262.5% | -26.2% |
| All | +421.5% | +1,040.3% | -618.8% | +249.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling