-1.8%
CARR vs SPG
+34.3%
-36.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -1.3% |
| 7D | -0.7% | +8.2% | -8.8% | -5.6% |
| 30D | +0.3% | +13.5% | -13.2% | -7.7% |
| 3M | -14.9% | +2.2% | -17.1% | -16.0% |
| 6M | -14.9% | +15.9% | -30.7% | -25.8% |
| YTD | +7.0% | +27.6% | -20.6% | -13.5% |
| 1Y | -1.8% | +30.9% | -32.7% | -23.1% |
| All | -1.8% | +34.3% | -36.0% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling