+441.9%
CARR vs PR
+9,289.5%
-8,847.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.2% |
| 7D | +1.6% | +2.9% | -1.3% | +1.2% |
| 30D | -8.7% | +18.0% | -26.8% | -10.5% |
| 3M | -12.6% | +16.9% | -29.4% | -14.4% |
| 6M | -1.5% | +28.2% | -29.8% | -4.9% |
| YTD | +14.3% | +69.3% | -55.0% | +6.7% |
| 1Y | -4.6% | +69.5% | -74.1% | -11.1% |
| 3Y | +7.3% | +81.7% | -74.3% | -1.7% |
| 5Y | +11.6% | +422.2% | -410.6% | -10.3% |
| All | +441.9% | +9,289.5% | -8,847.6% | +215.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling