+12.0%
CARR vs RF
+89.9%
-78.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.5% |
| 7D | +3.2% | +2.7% | +0.6% | +2.0% |
| 30D | -7.7% | -3.4% | -4.3% | -6.2% |
| 3M | -11.9% | +6.4% | -18.3% | -14.6% |
| 6M | +2.0% | +13.4% | -11.4% | -4.1% |
| YTD | +13.2% | +14.2% | -1.1% | +5.7% |
| 1Y | -8.5% | +15.7% | -24.2% | -15.3% |
| 3Y | +5.0% | +91.3% | -86.4% | -23.8% |
| 5Y | +12.0% | +89.8% | -77.8% | -19.4% |
| All | +12.0% | +89.9% | -78.0% | -19.4% |
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