+8.6%
CARR vs PL
+475.2%
-466.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.3% | +1.2% |
| 7D | +1.6% | -9.3% | +10.9% | +2.3% |
| 30D | -8.7% | -18.9% | +10.2% | -7.3% |
| 3M | -12.6% | -58.4% | +45.8% | -7.0% |
| 6M | -1.5% | -30.3% | +28.8% | -0.7% |
| YTD | +14.3% | -8.1% | +22.4% | +11.5% |
| 1Y | -4.6% | +180.5% | -185.1% | -18.7% |
| All | +8.6% | +475.2% | -466.6% | -25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling