+421.5%
CARR vs SO
+99.6%
+321.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.6% |
| 7D | -3.8% | -1.1% | -2.7% | -3.5% |
| 30D | -8.9% | -5.0% | -3.9% | -7.6% |
| 3M | -17.3% | -5.8% | -11.5% | -16.1% |
| 6M | -1.4% | -7.9% | +6.5% | +0.6% |
| YTD | +10.0% | +2.4% | +7.6% | +8.8% |
| 1Y | -6.4% | -2.3% | -4.1% | -6.3% |
| 3Y | +1.5% | +41.9% | -40.3% | -10.4% |
| 5Y | +9.3% | +58.1% | -48.8% | -7.0% |
| All | +421.5% | +99.6% | +321.9% | +315.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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