+10.9%
CARR vs SE
+65.6%
-54.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | +3.5% | -0.5% | +4.0% | +3.5% |
| 30D | +0.4% | -20.9% | +21.3% | +3.3% |
| 3M | -14.1% | -38.9% | +24.8% | -8.6% |
| 6M | -16.7% | -19.4% | +2.7% | -15.3% |
| YTD | +4.2% | -40.9% | +45.1% | +10.1% |
| 1Y | -0.2% | -46.2% | +46.0% | +6.9% |
| 3Y | +10.9% | +63.7% | -52.9% | +6.6% |
| All | +10.9% | +65.6% | -54.8% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling