+421.5%
CARR vs SNY
+42.6%
+378.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | -3.8% | -3.3% | -0.4% | -3.0% |
| 30D | -8.9% | -2.2% | -6.8% | -8.4% |
| 3M | -17.3% | -3.0% | -14.3% | -16.9% |
| 6M | -1.4% | +2.7% | -4.1% | -2.5% |
| YTD | +10.0% | -6.8% | +16.8% | +11.5% |
| 1Y | -6.4% | -5.3% | -1.1% | -5.6% |
| 3Y | +1.5% | -9.8% | +11.3% | +1.6% |
| 5Y | +9.3% | +9.7% | -0.4% | 0.0% |
| All | +421.5% | +42.6% | +378.9% | +276.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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