-1.8%
CARR vs ROL
-34.1%
+32.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.2% | 0.0% |
| 7D | -0.7% | +14.6% | -15.2% | -3.0% |
| 30D | +0.3% | +29.3% | -29.0% | -4.3% |
| 3M | -14.9% | +2.0% | -16.9% | -15.1% |
| 6M | -14.9% | -28.5% | +13.7% | -5.4% |
| YTD | +7.0% | -35.3% | +42.3% | +23.2% |
| 1Y | -1.8% | -34.7% | +32.9% | +12.0% |
| All | -1.8% | -34.1% | +32.4% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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