-1.8%
CARR vs PL
-0.6%
-1.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.4% | +6.9% | +0.8% |
| 7D | -0.7% | -11.7% | +11.1% | -0.2% |
| 30D | +0.3% | -27.1% | +27.4% | +1.5% |
| 3M | -14.9% | -44.6% | +29.7% | -13.1% |
| 6M | -14.9% | -67.2% | +52.3% | -12.1% |
| YTD | +7.0% | -35.9% | +42.9% | +8.6% |
| 1Y | -1.8% | -0.4% | -1.4% | -3.2% |
| All | -1.8% | -0.6% | -1.1% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling