+30.3%
CARR vs PL
+45.6%
-15.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -4.3% | +5.6% | -9.9% | -4.9% |
| 30D | -4.2% | -16.9% | +12.8% | -2.8% |
| 3M | -16.1% | -38.2% | +22.1% | -12.6% |
| 6M | -20.1% | -63.4% | +43.4% | -13.5% |
| YTD | +1.9% | -27.6% | +29.5% | +0.9% |
| 1Y | -6.1% | +6.6% | -12.6% | -11.6% |
| 3Y | +7.3% | +557.6% | -550.4% | -25.9% |
| 5Y | +4.4% | +39.5% | -35.1% | -19.6% |
| All | +30.3% | +45.6% | -15.3% | +0.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling