+4.4%
CARR vs SN
+490.7%
-486.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | +1.6% | -9.3% | +10.9% | +3.9% |
| 30D | -8.7% | -4.8% | -3.9% | -7.8% |
| 3M | -12.6% | +40.4% | -53.0% | -19.8% |
| 6M | -1.5% | +50.9% | -52.5% | -11.5% |
| YTD | +14.3% | +54.9% | -40.6% | +1.8% |
| 1Y | -4.6% | +43.0% | -47.6% | -14.0% |
| 3Y | +7.3% | +391.8% | -384.5% | -19.1% |
| All | +4.4% | +490.7% | -486.2% | -21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling