-2.4%
CARR vs SIRI
+35.9%
-38.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.3% |
| 7D | -4.1% | -3.0% | -1.1% | -4.2% |
| 30D | -11.0% | +1.3% | -12.3% | -11.0% |
| 3M | -16.4% | +5.6% | -22.0% | -17.0% |
| 6M | -2.4% | +35.2% | -37.5% | -6.3% |
| All | -2.4% | +35.9% | -38.3% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 6mo: compounded portfolio wealth divided by compounded SIRI 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…
6mo analysis · Full analysis span regression · 6 months rolling