+421.5%
CARR vs SIRI
-23.5%
+445.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.3% |
| 7D | -3.8% | +0.6% | -4.3% | -3.9% |
| 30D | -8.9% | +2.5% | -11.4% | -9.3% |
| 3M | -17.3% | +6.6% | -23.9% | -18.4% |
| 6M | -1.4% | +32.9% | -34.3% | -6.3% |
| YTD | +10.0% | +50.5% | -40.5% | +2.3% |
| 1Y | -6.4% | +28.0% | -34.3% | -10.8% |
| 3Y | +1.5% | -22.4% | +24.0% | +1.2% |
| 5Y | +9.3% | -41.3% | +50.6% | +12.0% |
| All | +421.5% | -23.5% | +445.0% | +455.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling