+425.9%
CARR vs RF
+436.7%
-10.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.7% |
| 7D | +0.6% | -0.1% | +0.8% | +0.7% |
| 30D | -8.7% | -4.0% | -4.6% | -7.1% |
| 3M | -18.4% | +5.6% | -23.9% | -20.3% |
| 6M | -0.6% | +13.1% | -13.7% | -5.6% |
| YTD | +10.9% | +13.6% | -2.6% | +4.9% |
| 1Y | -7.3% | +16.0% | -23.2% | -13.2% |
| 3Y | +2.9% | +90.2% | -87.3% | -21.6% |
| 5Y | +9.6% | +87.0% | -77.3% | -17.0% |
| All | +425.9% | +436.7% | -10.7% | +200.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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