+425.9%
CARR vs P
+1,027.3%
-601.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.1% | -1.2% |
| 7D | +0.6% | +5.0% | -4.4% | -0.3% |
| 30D | -8.7% | -0.9% | -7.7% | -8.9% |
| 3M | -18.4% | +38.7% | -57.0% | -23.8% |
| 6M | -0.6% | +54.4% | -55.0% | -10.0% |
| YTD | +10.9% | +44.8% | -33.9% | +0.7% |
| 1Y | -7.3% | +22.5% | -29.8% | -14.7% |
| 3Y | +2.9% | +148.2% | -145.3% | -23.0% |
| 5Y | +9.6% | +268.9% | -259.3% | -25.8% |
| All | +425.9% | +1,027.3% | -601.3% | +253.2% |
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