+436.5%
CARR vs PR
+9,406.1%
-8,969.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.1% |
| 7D | +3.2% | -0.6% | +3.8% | +3.3% |
| 30D | -7.7% | +17.4% | -25.0% | -9.4% |
| 3M | -11.9% | +21.8% | -33.7% | -14.1% |
| 6M | +2.0% | +27.6% | -25.6% | -1.4% |
| YTD | +13.2% | +71.4% | -58.3% | +5.5% |
| 1Y | -8.5% | +78.3% | -86.8% | -15.3% |
| 3Y | +5.0% | +85.5% | -80.5% | -4.1% |
| 5Y | +12.0% | +422.7% | -410.7% | -10.0% |
| All | +436.5% | +9,406.1% | -8,969.6% | +212.2% |
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