+421.5%
CARR vs SFM
+306.5%
+115.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.7% | +1.3% |
| 7D | -3.8% | -10.6% | +6.8% | -2.2% |
| 30D | -8.9% | -15.5% | +6.6% | -6.8% |
| 3M | -17.3% | -17.4% | +0.1% | -15.3% |
| 6M | -1.4% | -3.4% | +2.0% | -2.0% |
| YTD | +10.0% | -8.7% | +18.7% | +10.0% |
| 1Y | -6.4% | -47.2% | +40.8% | +2.0% |
| 3Y | +1.5% | +82.7% | -81.2% | -11.2% |
| 5Y | +9.3% | +214.3% | -205.0% | -13.8% |
| All | +421.5% | +306.5% | +115.0% | +256.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling