+26.9%
CARR vs S
-57.1%
+84.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.8% | +1.5% |
| 7D | -3.8% | -0.7% | -3.1% | -3.7% |
| 30D | -8.9% | -11.4% | +2.5% | -7.6% |
| 3M | -17.3% | +33.8% | -51.1% | -21.0% |
| 6M | -1.4% | +39.5% | -40.9% | -7.1% |
| YTD | +10.0% | +31.7% | -21.7% | +4.2% |
| 1Y | -6.4% | +7.0% | -13.3% | -8.8% |
| 3Y | +1.5% | +11.8% | -10.2% | -3.7% |
| 5Y | +9.3% | -69.0% | +78.3% | +10.8% |
| All | +26.9% | -57.1% | +84.0% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling