-1.8%
CARR vs SITM
+47.5%
-49.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.4% | +9.9% | +1.5% |
| 7D | -0.7% | -19.5% | +18.9% | +1.5% |
| 30D | +0.3% | -43.2% | +43.5% | +6.3% |
| 3M | -14.9% | -30.8% | +15.9% | -12.5% |
| 6M | -14.9% | -28.6% | +13.7% | -14.3% |
| YTD | +7.0% | +14.2% | -7.2% | +0.3% |
| 1Y | -1.8% | +44.4% | -46.1% | -10.0% |
| All | -1.8% | +47.5% | -49.3% | -10.0% |
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