+0.1%
CARR vs SFM
+80.7%
-80.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.0% | -2.1% |
| 7D | -4.1% | -8.8% | +4.6% | -3.1% |
| 30D | -11.0% | -14.5% | +3.5% | -9.4% |
| 3M | -16.4% | -16.8% | +0.5% | -14.8% |
| 6M | -2.4% | -5.3% | +3.0% | -2.9% |
| YTD | +8.4% | -9.4% | +17.8% | +8.3% |
| 1Y | -8.0% | -46.2% | +38.2% | +0.4% |
| All | +0.1% | +80.7% | -80.6% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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