+441.9%
CARR vs ROP
+49.1%
+392.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.6% | +4.6% | +2.7% |
| 7D | +1.6% | -4.4% | +6.0% | +3.7% |
| 30D | -8.7% | +3.2% | -12.0% | -10.2% |
| 3M | -12.6% | +23.1% | -35.6% | -22.2% |
| 6M | -1.5% | +13.3% | -14.8% | -9.2% |
| YTD | +14.3% | -7.9% | +22.2% | +17.9% |
| 1Y | -4.6% | -22.1% | +17.5% | +8.7% |
| 3Y | +7.3% | -16.8% | +24.2% | +17.1% |
| 5Y | +11.6% | -13.5% | +25.2% | +16.9% |
| All | +441.9% | +49.1% | +392.9% | +366.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling