+7.7%
CARR vs SO
+57.1%
-49.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | -4.1% | -1.1% | -3.0% | -3.8% |
| 30D | -11.0% | -3.7% | -7.2% | -10.0% |
| 3M | -16.4% | -5.9% | -10.5% | -15.1% |
| 6M | -2.4% | -7.3% | +5.0% | -0.5% |
| YTD | +8.4% | +3.1% | +5.3% | +6.8% |
| 1Y | -8.0% | -1.0% | -7.0% | -8.4% |
| 3Y | +0.6% | +43.2% | -42.7% | -14.0% |
| 5Y | +7.7% | +59.1% | -51.4% | -12.6% |
| All | +7.7% | +57.1% | -49.4% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling