-2.4%
CARR vs SITM
+68.9%
-71.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.4% | -2.5% |
| 7D | -4.1% | +4.8% | -9.0% | -4.7% |
| 30D | -11.0% | -9.7% | -1.3% | -10.1% |
| 3M | -16.4% | -9.3% | -7.0% | -16.4% |
| 6M | -2.4% | +69.5% | -71.9% | -23.7% |
| All | -2.4% | +68.9% | -71.3% | -23.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling