+1.5%
CARR vs ROST
+98.0%
-96.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.9% | +0.6% |
| 7D | -3.8% | +0.2% | -4.0% | -3.8% |
| 30D | -8.9% | -6.9% | -2.0% | -6.6% |
| 3M | -17.3% | -3.3% | -14.0% | -16.8% |
| 6M | -1.4% | +9.0% | -10.4% | -5.9% |
| YTD | +10.0% | +28.9% | -18.9% | -2.4% |
| 1Y | -6.4% | +54.0% | -60.3% | -23.2% |
| 3Y | +1.5% | +100.7% | -99.2% | -27.3% |
| All | +1.5% | +98.0% | -96.4% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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