+436.5%
CARR vs SE
+175.9%
+260.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.2% |
| 7D | +3.2% | +0.6% | +2.6% | +3.2% |
| 30D | -7.7% | -0.1% | -7.6% | -7.9% |
| 3M | -11.9% | +34.1% | -46.1% | -15.9% |
| 6M | +2.0% | +23.2% | -21.2% | -1.9% |
| YTD | +13.2% | -11.2% | +24.3% | +13.4% |
| 1Y | -8.5% | -40.5% | +32.0% | -3.2% |
| 3Y | +5.0% | +196.3% | -191.3% | -12.9% |
| 5Y | +12.0% | -67.0% | +79.0% | +9.6% |
| All | +436.5% | +175.9% | +260.6% | +553.4% |
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