+33.2%
CARR vs PL
+40.9%
-7.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.3% |
| 7D | +3.5% | +10.0% | -6.6% | +2.5% |
| 30D | +0.4% | -2.3% | +2.6% | +0.3% |
| 3M | -14.1% | -44.2% | +30.1% | -9.6% |
| 6M | -16.7% | -66.1% | +49.4% | -9.2% |
| YTD | +4.2% | -30.0% | +34.2% | +3.5% |
| 1Y | -0.2% | +21.0% | -21.2% | -7.4% |
| 3Y | +10.9% | +516.5% | -505.7% | -22.8% |
| 5Y | +3.9% | +32.0% | -28.2% | -19.5% |
| All | +33.2% | +40.9% | -7.7% | +2.9% |
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