+441.9%
CARR vs SO
+101.7%
+340.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | +1.6% | -0.2% | +1.7% | +1.6% |
| 30D | -8.7% | -4.6% | -4.2% | -7.6% |
| 3M | -12.6% | -3.0% | -9.5% | -12.0% |
| 6M | -1.5% | -8.3% | +6.7% | +0.5% |
| YTD | +14.3% | +3.5% | +10.8% | +12.7% |
| 1Y | -4.6% | -0.9% | -3.7% | -4.9% |
| 3Y | +7.3% | +45.4% | -38.0% | -6.0% |
| 5Y | +11.6% | +59.6% | -48.0% | -5.2% |
| All | +441.9% | +101.7% | +340.2% | +330.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling