+7.7%
CARR vs SBAC
-45.4%
+53.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.6% | -1.6% |
| 7D | -4.1% | -5.3% | +1.1% | -2.8% |
| 30D | -11.0% | +0.4% | -11.4% | -11.1% |
| 3M | -16.4% | -11.9% | -4.5% | -13.9% |
| 6M | -2.4% | -4.5% | +2.1% | -2.2% |
| YTD | +8.4% | -4.3% | +12.8% | +8.4% |
| 1Y | -8.0% | -3.9% | -4.1% | -8.3% |
| 3Y | +0.6% | -11.0% | +11.6% | -0.3% |
| 5Y | +7.7% | -44.1% | +51.8% | +28.8% |
| All | +7.7% | -45.4% | +53.1% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling