+1.4%
CARR vs SN
+476.8%
-475.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.4% | -1.2% |
| 7D | +0.6% | -3.4% | +4.0% | +1.5% |
| 30D | -8.7% | -9.1% | +0.4% | -6.7% |
| 3M | -18.4% | +31.8% | -50.1% | -24.0% |
| 6M | -0.6% | +52.0% | -52.6% | -10.8% |
| YTD | +10.9% | +51.3% | -40.4% | -0.7% |
| 1Y | -7.3% | +46.9% | -54.2% | -16.8% |
| 3Y | +2.9% | +394.9% | -392.0% | -22.0% |
| All | +1.4% | +476.8% | -475.4% | -23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling