+425.9%
CARR vs SPG
+521.9%
-96.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.5% | -0.6% |
| 7D | +0.6% | -2.7% | +3.3% | +1.7% |
| 30D | -8.7% | -7.3% | -1.4% | -6.0% |
| 3M | -18.4% | -3.5% | -14.9% | -17.5% |
| 6M | -0.6% | +8.5% | -9.1% | -3.7% |
| YTD | +10.9% | +13.0% | -2.1% | +5.8% |
| 1Y | -7.3% | +18.0% | -25.3% | -13.1% |
| 3Y | +2.9% | +104.5% | -101.6% | -21.1% |
| 5Y | +9.6% | +102.0% | -92.4% | -16.2% |
| All | +425.9% | +521.9% | -96.0% | +197.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling