+394.0%
CARR vs ROL
+71.2%
+322.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -1.2% |
| 7D | +3.5% | +3.0% | +0.5% | +2.4% |
| 30D | +0.4% | +19.8% | -19.4% | -6.1% |
| 3M | -14.1% | +7.9% | -22.0% | -16.7% |
| 6M | -16.7% | -25.6% | +9.0% | -7.7% |
| YTD | +4.2% | -34.1% | +38.3% | +20.7% |
| 1Y | -0.2% | -31.4% | +31.2% | +13.7% |
| 3Y | +10.9% | +4.7% | +6.2% | +4.8% |
| 5Y | +3.9% | +15.6% | -11.7% | -8.3% |
| All | +394.0% | +71.2% | +322.8% | +243.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling