+0.1%
CARR vs ROP
-19.1%
+19.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.1% |
| 7D | -4.1% | -8.0% | +3.9% | -2.1% |
| 30D | -11.0% | -2.7% | -8.2% | -10.4% |
| 3M | -16.4% | +16.6% | -33.0% | -21.2% |
| 6M | -2.4% | +10.4% | -12.7% | -6.5% |
| YTD | +8.4% | -12.1% | +20.5% | +17.2% |
| 1Y | -8.0% | -23.6% | +15.6% | +8.7% |
| All | +0.1% | -19.1% | +19.2% | +10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling