+7.7%
CARR vs SM
+108.0%
-100.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.3% |
| 7D | -4.1% | +2.1% | -6.3% | -4.4% |
| 30D | -11.0% | +18.1% | -29.1% | -12.8% |
| 3M | -16.4% | +17.0% | -33.3% | -18.4% |
| 6M | -2.4% | +55.4% | -57.8% | -9.8% |
| YTD | +8.4% | +108.6% | -100.1% | -5.0% |
| 1Y | -8.0% | +45.7% | -53.6% | -14.8% |
| 3Y | +0.6% | -0.3% | +0.9% | -4.3% |
| 5Y | +7.7% | +113.0% | -105.3% | -11.9% |
| All | +7.7% | +108.0% | -100.3% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling