+421.5%
CARR vs ROP
+42.2%
+379.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.5% | +1.5% |
| 7D | -3.8% | -4.6% | +0.8% | -1.7% |
| 30D | -8.9% | -1.7% | -7.2% | -8.3% |
| 3M | -17.3% | +17.1% | -34.4% | -24.7% |
| 6M | -1.4% | +10.9% | -12.2% | -8.3% |
| YTD | +10.0% | -12.1% | +22.1% | +15.9% |
| 1Y | -6.4% | -24.2% | +17.9% | +7.8% |
| 3Y | +1.5% | -20.4% | +21.9% | +13.0% |
| 5Y | +9.3% | -15.4% | +24.7% | +15.6% |
| All | +421.5% | +42.2% | +379.3% | +358.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling