+40.4%
CARR vs SMR
-14.3%
+54.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -15.7% | +17.1% | +2.5% |
| 7D | -3.8% | -11.2% | +7.5% | -3.2% |
| 30D | -8.9% | -10.2% | +1.3% | -8.5% |
| 3M | -17.3% | -10.0% | -7.3% | -17.3% |
| 6M | -1.4% | -30.5% | +29.1% | -0.4% |
| YTD | +10.0% | -39.2% | +49.2% | +11.4% |
| 1Y | -6.4% | -75.5% | +69.2% | -0.9% |
| 3Y | +1.5% | +45.4% | -43.9% | -12.0% |
| All | +40.4% | -14.3% | +54.7% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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