+436.5%
CARR vs ROL
+53.1%
+383.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.1% |
| 7D | +3.2% | -3.4% | +6.7% | +4.6% |
| 30D | -7.7% | -6.9% | -0.7% | -5.2% |
| 3M | -11.9% | -24.6% | +12.7% | -2.9% |
| 6M | +2.0% | -39.5% | +41.6% | +22.5% |
| YTD | +13.2% | -41.1% | +54.3% | +36.9% |
| 1Y | -8.5% | -37.9% | +29.4% | +7.8% |
| 3Y | +5.0% | +0.8% | +4.2% | +0.3% |
| 5Y | +12.0% | -4.7% | +16.7% | +6.2% |
| All | +436.5% | +53.1% | +383.4% | +289.6% |
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