-4.6%
CARR vs SITM
+174.8%
-179.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.5% | -5.5% | +0.3% |
| 7D | +1.6% | +9.7% | -8.2% | +0.4% |
| 30D | -8.7% | +12.7% | -21.4% | -10.7% |
| 3M | -12.6% | -13.4% | +0.9% | -12.2% |
| 6M | -1.5% | +59.6% | -61.2% | -11.2% |
| YTD | +14.3% | +73.3% | -59.0% | +1.9% |
| 1Y | -4.6% | +165.5% | -170.1% | -18.6% |
| All | -4.6% | +174.8% | -179.3% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling