+383.2%
CARR vs PR
+8,687.7%
-8,304.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | -4.3% | -9.5% | +5.2% | -3.2% |
| 30D | -4.2% | -5.7% | +1.5% | -3.7% |
| 3M | -16.1% | +3.0% | -19.1% | -16.6% |
| 6M | -20.1% | +11.8% | -31.9% | -21.5% |
| YTD | +1.9% | +58.5% | -56.6% | -4.3% |
| 1Y | -6.1% | +69.9% | -76.0% | -12.6% |
| 3Y | +7.3% | +84.9% | -77.7% | -2.0% |
| 5Y | +4.4% | +246.4% | -242.1% | -12.8% |
| All | +383.2% | +8,687.7% | -8,304.6% | +183.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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