+421.5%
CARR vs SITM
+3,692.7%
-3,271.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.5% | -4.1% | +0.6% |
| 7D | -3.8% | +3.9% | -7.6% | -4.4% |
| 30D | -8.9% | -6.6% | -2.3% | -8.2% |
| 3M | -17.3% | -11.9% | -5.4% | -17.0% |
| 6M | -1.4% | +81.1% | -82.5% | -13.4% |
| YTD | +10.0% | +80.0% | -70.0% | -4.1% |
| 1Y | -6.4% | +145.8% | -152.2% | -23.4% |
| 3Y | +1.5% | +475.9% | -474.3% | -32.3% |
| 5Y | +9.3% | +189.2% | -179.9% | -26.3% |
| All | +421.5% | +3,692.7% | -3,271.2% | +109.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling