+394.0%
CARR vs SE
+83.4%
+310.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.4% |
| 3M | -14.1% | -38.9% | +24.8% | -8.4% |
| 6M | -16.7% | -19.4% | +2.7% | -15.0% |
| YTD | +4.2% | -40.9% | +45.1% | +10.2% |
| 1Y | -0.2% | -46.2% | +46.0% | +6.8% |
| 3Y | +10.9% | +63.7% | -52.9% | -0.3% |
| 5Y | +3.9% | -77.9% | +81.8% | +7.3% |
| All | +394.0% | +83.4% | +310.6% | +534.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling