+12.0%
CARR vs PL
+79.0%
-67.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.8% |
| 7D | +3.2% | -7.5% | +10.8% | +4.0% |
| 30D | -7.7% | -25.6% | +17.9% | -5.1% |
| 3M | -11.9% | -45.6% | +33.7% | -7.3% |
| 6M | +2.0% | -29.5% | +31.6% | +2.9% |
| YTD | +13.2% | -9.7% | +22.8% | +10.2% |
| 1Y | -8.5% | +84.4% | -92.9% | -18.8% |
| 3Y | +5.0% | +550.0% | -545.0% | -26.7% |
| 5Y | +12.0% | +79.0% | -67.0% | -15.0% |
| All | +12.0% | +79.0% | -67.0% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling