+425.9%
CARR vs ROST
+303.0%
+122.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.4% |
| 7D | +0.6% | -2.2% | +2.9% | +1.4% |
| 30D | -8.7% | -11.4% | +2.8% | -4.8% |
| 3M | -18.4% | -1.6% | -16.7% | -18.4% |
| 6M | -0.6% | +6.8% | -7.4% | -3.7% |
| YTD | +10.9% | +25.8% | -14.9% | +1.2% |
| 1Y | -7.3% | +52.4% | -59.7% | -21.2% |
| 3Y | +2.9% | +94.4% | -91.5% | -20.4% |
| 5Y | +9.6% | +108.2% | -98.6% | -19.4% |
| All | +425.9% | +303.0% | +122.9% | +231.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling