+11.6%
CARR vs PAAS
+210.2%
-198.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.3% | +3.1% |
| 7D | -1.9% | -5.2% | +3.2% | -1.3% |
| 30D | -1.1% | -13.9% | +12.8% | +0.8% |
| 3M | -13.8% | -23.8% | +9.9% | -11.1% |
| 6M | -16.5% | -36.4% | +19.9% | -12.1% |
| YTD | +4.9% | -23.4% | +28.3% | +7.1% |
| 1Y | -2.7% | +5.6% | -8.3% | -4.8% |
| All | +11.6% | +210.2% | -198.5% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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