+2.4%
CARR vs SN
+368.4%
-366.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.4% | -1.0% |
| 7D | +0.6% | -3.4% | +4.0% | +1.6% |
| 30D | -8.7% | -9.1% | +0.4% | -6.3% |
| 3M | -18.4% | +31.8% | -50.1% | -25.0% |
| 6M | -0.6% | +52.0% | -52.6% | -12.7% |
| YTD | +10.9% | +51.3% | -40.4% | -2.9% |
| 1Y | -7.3% | +46.9% | -54.2% | -18.6% |
| All | +2.4% | +368.4% | -366.0% | -35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling