+421.5%
CARR vs SBAC
-22.2%
+443.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +1.0% |
| 7D | -3.8% | -2.1% | -1.7% | -3.4% |
| 30D | -8.9% | +2.0% | -10.9% | -9.3% |
| 3M | -17.3% | -8.3% | -9.0% | -16.0% |
| 6M | -1.4% | +0.3% | -1.7% | -2.3% |
| YTD | +10.0% | -2.2% | +12.2% | +9.5% |
| 1Y | -6.4% | -4.6% | -1.7% | -6.3% |
| 3Y | +1.5% | -8.3% | +9.8% | +0.6% |
| 5Y | +9.3% | -42.8% | +52.1% | +19.7% |
| All | +421.5% | -22.2% | +443.7% | +467.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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