+1.5%
CARR vs RUN
-39.0%
+40.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.3% | +1.5% |
| 7D | -3.8% | -3.7% | -0.1% | -3.5% |
| 30D | -8.9% | -13.0% | +4.1% | -7.9% |
| 3M | -17.3% | -31.8% | +14.5% | -14.9% |
| 6M | -1.4% | -32.2% | +30.8% | +1.1% |
| YTD | +10.0% | -53.5% | +63.5% | +14.6% |
| 1Y | -6.4% | -46.5% | +40.2% | -4.0% |
| 3Y | +1.5% | -37.6% | +39.2% | -7.7% |
| All | +1.5% | -39.0% | +40.5% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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