+421.5%
CARR vs SM
+3,551.7%
-3,130.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.7% | +1.5% |
| 7D | -3.8% | +4.6% | -8.3% | -4.2% |
| 30D | -8.9% | +18.2% | -27.1% | -10.5% |
| 3M | -17.3% | +22.5% | -39.8% | -19.4% |
| 6M | -1.4% | +50.6% | -52.0% | -6.7% |
| YTD | +10.0% | +108.1% | -98.1% | +0.1% |
| 1Y | -6.4% | +46.0% | -52.4% | -11.6% |
| 3Y | +1.5% | +2.9% | -1.3% | -2.3% |
| 5Y | +9.3% | +112.6% | -103.3% | -3.6% |
| All | +421.5% | +3,551.7% | -3,130.2% | +250.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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