+46.4%
CARR vs PCOR
-30.9%
+77.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.3% | +5.3% | +2.0% |
| 7D | +1.6% | -9.0% | +10.5% | +3.6% |
| 30D | -8.7% | +4.2% | -12.9% | -9.8% |
| 3M | -12.6% | +14.4% | -27.0% | -15.9% |
| 6M | -1.5% | +0.2% | -1.7% | -3.5% |
| YTD | +14.3% | -20.3% | +34.6% | +18.0% |
| 1Y | -4.6% | -16.1% | +11.6% | -3.4% |
| 3Y | +7.3% | -14.7% | +22.1% | +4.7% |
| 5Y | +11.6% | -43.2% | +54.8% | +6.3% |
| All | +46.4% | -30.9% | +77.4% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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