+421.5%
CARR vs PBR
+1,565.9%
-1,144.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.3% | +1.6% |
| 7D | -3.8% | +5.4% | -9.1% | -4.5% |
| 30D | -8.9% | +22.9% | -31.8% | -11.6% |
| 3M | -17.3% | +19.6% | -36.9% | -19.6% |
| 6M | -1.4% | +16.5% | -17.9% | -4.1% |
| YTD | +10.0% | +86.7% | -76.7% | -0.7% |
| 1Y | -6.4% | +74.7% | -81.1% | -14.7% |
| 3Y | +1.5% | +102.6% | -101.0% | -10.5% |
| 5Y | +9.3% | +566.6% | -557.3% | -23.7% |
| All | +421.5% | +1,565.9% | -1,144.4% | +204.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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