+4.7%
CARR vs S
-71.1%
+75.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +3.5% | +2.0% | +1.5% | +3.1% |
| 30D | +0.4% | -2.7% | +3.1% | +0.5% |
| 3M | -14.1% | -6.9% | -7.2% | -13.9% |
| 6M | -16.7% | +38.1% | -54.7% | -21.6% |
| YTD | +4.2% | +48.0% | -43.8% | -3.9% |
| 1Y | -0.2% | +34.5% | -34.6% | -6.8% |
| 3Y | +10.9% | +38.3% | -27.5% | +0.9% |
| All | +4.7% | -71.1% | +75.8% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling