+421.5%
CARR vs PSX
+676.8%
-255.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.1% | +1.4% |
| 7D | -3.8% | +1.7% | -5.5% | -4.2% |
| 30D | -8.9% | +15.6% | -24.5% | -12.2% |
| 3M | -17.3% | +46.5% | -63.8% | -25.3% |
| 6M | -1.4% | +55.0% | -56.4% | -13.0% |
| YTD | +10.0% | +105.3% | -95.3% | -10.5% |
| 1Y | -6.4% | +101.6% | -107.9% | -23.7% |
| 3Y | +1.5% | +134.1% | -132.6% | -22.0% |
| 5Y | +9.3% | +368.7% | -359.4% | -33.1% |
| All | +421.5% | +676.8% | -255.3% | +152.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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