+436.5%
CARR vs ROP
+44.8%
+391.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | +0.3% |
| 7D | +3.2% | -5.4% | +8.7% | +5.9% |
| 30D | -7.7% | -1.6% | -6.0% | -7.1% |
| 3M | -11.9% | +18.8% | -30.8% | -20.3% |
| 6M | +2.0% | +8.2% | -6.2% | -3.7% |
| YTD | +13.2% | -10.5% | +23.6% | +18.2% |
| 1Y | -8.5% | -23.7% | +15.2% | +5.2% |
| 3Y | +5.0% | -17.9% | +22.8% | +14.9% |
| 5Y | +12.0% | -15.3% | +27.3% | +18.4% |
| All | +436.5% | +44.8% | +391.7% | +367.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling