-1.8%
CARR vs SN
+156.5%
-158.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | -0.6% |
| 7D | -0.7% | +10.6% | -11.3% | -3.4% |
| 30D | +0.3% | +20.0% | -19.7% | -4.8% |
| 3M | -14.9% | +30.4% | -45.3% | -21.5% |
| 6M | -14.9% | +91.0% | -105.8% | -31.0% |
| YTD | +7.0% | +95.9% | -88.9% | -15.2% |
| 1Y | -1.8% | +158.9% | -160.6% | -29.1% |
| All | -1.8% | +156.5% | -158.2% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling