+383.2%
CARR vs P
+1,084.4%
-701.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -4.3% | -13.3% | +9.1% | -2.1% |
| 30D | -4.2% | -34.0% | +29.8% | +2.3% |
| 3M | -16.1% | +4.1% | -20.2% | -18.1% |
| 6M | -20.1% | +30.5% | -50.5% | -26.1% |
| YTD | +1.9% | +52.2% | -50.3% | -9.4% |
| 1Y | -6.1% | +10.3% | -16.4% | -12.4% |
| 3Y | +7.3% | +180.9% | -173.6% | -22.7% |
| 5Y | +4.4% | +259.7% | -255.4% | -30.1% |
| All | +383.2% | +1,084.4% | -701.3% | +217.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling