+425.9%
CARR vs SM
+3,540.2%
-3,114.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.5% | -2.0% |
| 7D | +0.6% | -0.2% | +0.9% | +0.6% |
| 30D | -8.7% | +20.3% | -28.9% | -10.4% |
| 3M | -18.4% | +22.9% | -41.3% | -20.5% |
| 6M | -0.6% | +47.8% | -48.4% | -5.8% |
| YTD | +10.9% | +107.5% | -96.5% | +0.9% |
| 1Y | -7.3% | +51.7% | -59.0% | -12.9% |
| 3Y | +2.9% | -0.9% | +3.8% | -0.6% |
| 5Y | +9.6% | +112.2% | -102.6% | -3.2% |
| All | +425.9% | +3,540.2% | -3,114.3% | +253.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling