+5.0%
CARR vs P
+159.9%
-154.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.3% |
| 7D | +3.2% | +7.8% | -4.6% | +2.0% |
| 30D | -7.7% | +12.3% | -20.0% | -9.8% |
| 3M | -11.9% | +37.1% | -49.0% | -17.0% |
| 6M | +2.0% | +66.1% | -64.0% | -7.6% |
| YTD | +13.2% | +50.9% | -37.8% | +3.2% |
| 1Y | -8.5% | +27.2% | -35.7% | -15.7% |
| 3Y | +5.0% | +158.7% | -153.7% | -21.4% |
| All | +5.0% | +159.9% | -154.9% | -21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling