-1.8%
CARR vs ROP
+10.4%
-12.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.4% | +0.9% |
| 7D | -0.7% | +11.7% | -12.4% | +0.5% |
| 30D | +0.3% | +35.5% | -35.2% | +3.4% |
| 3M | -14.9% | +25.6% | -40.5% | -13.0% |
| 6M | -14.9% | +39.3% | -54.1% | -12.1% |
| YTD | +7.0% | +11.6% | -4.6% | +14.4% |
| 1Y | -1.8% | +10.6% | -12.4% | +5.5% |
| All | -1.8% | +10.4% | -12.2% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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