+38.3%
CARR vs SMR
+1.6%
+36.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.6% | +3.3% | -1.9% |
| 7D | -4.1% | +4.7% | -8.8% | -4.5% |
| 30D | -11.0% | +3.2% | -14.2% | -11.3% |
| 3M | -16.4% | +9.9% | -26.3% | -17.3% |
| 6M | -2.4% | -15.1% | +12.8% | -2.5% |
| YTD | +8.4% | -27.9% | +36.4% | +8.7% |
| 1Y | -8.0% | -70.2% | +62.3% | -3.8% |
| 3Y | +0.6% | +72.5% | -71.9% | -13.7% |
| All | +38.3% | +1.6% | +36.8% | +27.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling