+394.0%
CARR vs PR
+9,225.8%
-8,831.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.4% |
| 7D | +3.5% | +6.0% | -2.5% | +2.8% |
| 30D | +0.4% | -4.2% | +4.6% | +0.7% |
| 3M | -14.1% | +10.0% | -24.0% | -15.2% |
| 6M | -16.7% | +15.6% | -32.3% | -18.5% |
| YTD | +4.2% | +68.2% | -64.0% | -2.8% |
| 1Y | -0.2% | +79.2% | -79.4% | -7.7% |
| 3Y | +10.9% | +94.9% | -84.0% | +0.7% |
| 5Y | +3.9% | +272.8% | -268.9% | -13.8% |
| All | +394.0% | +9,225.8% | -8,831.8% | +187.5% |
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