+46.1%
CARR vs PL
+84.9%
-38.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.3% | +1.2% |
| 7D | +1.6% | -9.3% | +10.9% | +2.4% |
| 30D | -8.7% | -18.9% | +10.2% | -7.0% |
| 3M | -12.6% | -58.4% | +45.8% | -5.9% |
| 6M | -1.5% | -30.3% | +28.8% | -0.6% |
| YTD | +14.3% | -8.1% | +22.4% | +11.2% |
| 1Y | -4.6% | +180.5% | -185.1% | -20.2% |
| 3Y | +7.3% | +444.1% | -436.8% | -23.3% |
| 5Y | +11.6% | +83.0% | -71.4% | -15.5% |
| All | +46.1% | +84.9% | -38.8% | +10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling