-1.8%
CARR vs SE
-48.0%
+46.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.5% | -3.9% | +0.2% |
| 7D | -0.7% | +6.7% | -7.3% | -1.1% |
| 30D | +0.3% | -17.2% | +17.5% | +1.5% |
| 3M | -14.9% | -28.0% | +13.1% | -13.1% |
| 6M | -14.9% | -6.1% | -8.7% | -16.0% |
| YTD | +7.0% | -37.1% | +44.1% | +8.5% |
| 1Y | -1.8% | -48.8% | +47.0% | -0.1% |
| All | -1.8% | -48.0% | +46.3% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 1y: compounded portfolio wealth divided by compounded SE 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…
1y analysis · Full analysis span regression · 6 months rolling