+0.5%
CARR vs SN
+447.8%
-447.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.7% |
| 7D | -3.8% | -7.3% | +3.5% | -2.0% |
| 30D | -8.9% | -13.6% | +4.7% | -5.8% |
| 3M | -17.3% | +18.6% | -35.9% | -21.0% |
| 6M | -1.4% | +46.0% | -47.4% | -10.6% |
| YTD | +10.0% | +43.7% | -33.7% | -0.3% |
| 1Y | -6.4% | +39.2% | -45.5% | -14.9% |
| 3Y | +1.5% | +306.5% | -304.9% | -21.7% |
| All | +0.5% | +447.8% | -447.3% | -22.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling