+421.5%
CARR vs SPG
+529.5%
-108.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.4% | +1.4% |
| 7D | -3.8% | -1.2% | -2.6% | -3.3% |
| 30D | -8.9% | -6.1% | -2.8% | -6.7% |
| 3M | -17.3% | -3.6% | -13.7% | -16.3% |
| 6M | -1.4% | +10.4% | -11.8% | -5.1% |
| YTD | +10.0% | +14.4% | -4.4% | +4.5% |
| 1Y | -6.4% | +16.5% | -22.9% | -11.8% |
| 3Y | +1.5% | +106.8% | -105.3% | -22.4% |
| 5Y | +9.3% | +108.9% | -99.6% | -17.3% |
| All | +421.5% | +529.5% | -108.0% | +193.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling