-7.3%
CARR vs RF
+15.2%
-22.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -6.8% |
| 3M | -18.4% | +5.6% | -23.9% | -20.8% |
| 6M | -0.6% | +13.1% | -13.7% | -7.2% |
| YTD | +10.9% | +13.6% | -2.6% | +2.5% |
| 1Y | -7.3% | +16.0% | -23.2% | -18.5% |
| All | -7.3% | +15.2% | -22.5% | -18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling