+4.7%
CARR vs RF
+46.7%
-42.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +0.7% |
| 7D | -3.3% | -0.1% | -3.2% | -3.2% |
| 30D | -3.6% | +7.0% | -10.6% | -6.7% |
| 3M | -16.3% | -7.0% | -9.3% | -13.4% |
| 6M | -19.6% | +6.8% | -26.3% | -22.3% |
| YTD | +2.5% | +9.9% | -7.4% | -2.6% |
| 1Y | -5.8% | +21.1% | -26.9% | -14.6% |
| 3Y | +10.2% | +119.6% | -109.4% | -24.9% |
| 5Y | +4.7% | +46.2% | -41.5% | -17.5% |
| All | +4.7% | +46.7% | -42.1% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling