+7.7%
CARR vs SPG
+103.4%
-95.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.3% | -2.3% |
| 7D | -4.1% | -2.2% | -1.9% | -2.9% |
| 30D | -11.0% | -5.8% | -5.2% | -7.9% |
| 3M | -16.4% | -2.8% | -13.6% | -15.4% |
| 6M | -2.4% | +8.9% | -11.3% | -7.6% |
| YTD | +8.4% | +14.3% | -5.9% | -0.2% |
| 1Y | -8.0% | +19.5% | -27.5% | -17.7% |
| 3Y | +0.6% | +106.9% | -106.3% | -36.4% |
| 5Y | +7.7% | +108.7% | -101.0% | -37.2% |
| All | +7.7% | +103.4% | -95.6% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling