+10.7%
CARR vs SE
-67.6%
+78.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.8% | +1.6% |
| 7D | -3.8% | -5.2% | +1.5% | -3.0% |
| 30D | -8.9% | -17.1% | +8.2% | -6.4% |
| 3M | -17.3% | +24.0% | -41.3% | -20.6% |
| 6M | -1.4% | +21.0% | -22.4% | -5.3% |
| YTD | +10.0% | -16.7% | +26.7% | +11.4% |
| 1Y | -6.4% | -45.9% | +39.6% | +1.2% |
| 3Y | +1.5% | +177.8% | -176.3% | -17.1% |
| All | +10.7% | -67.6% | +78.2% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling