+421.5%
CARR vs ROL
+52.2%
+369.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +1.0% | +1.3% |
| 7D | -3.8% | -3.2% | -0.6% | -2.6% |
| 30D | -8.9% | -4.9% | -4.0% | -7.3% |
| 3M | -17.3% | -25.8% | +8.5% | -8.2% |
| 6M | -1.4% | -37.6% | +36.2% | +16.9% |
| YTD | +10.0% | -41.5% | +51.5% | +33.4% |
| 1Y | -6.4% | -39.5% | +33.1% | +11.6% |
| 3Y | +1.5% | +0.1% | +1.4% | -2.7% |
| 5Y | +9.3% | -4.6% | +13.9% | +3.6% |
| All | +421.5% | +52.2% | +369.3% | +279.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling