+421.5%
CARR vs SPMO
+370.1%
+51.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.0% |
| 7D | -3.8% | -0.9% | -2.8% | -3.1% |
| 30D | -8.9% | -1.9% | -7.0% | -7.6% |
| 3M | -17.3% | -1.4% | -16.0% | -17.0% |
| 6M | -1.4% | +25.5% | -26.9% | -18.2% |
| YTD | +10.0% | +24.8% | -14.8% | -8.5% |
| 1Y | -6.4% | +24.5% | -30.8% | -22.0% |
| 3Y | +1.5% | +157.1% | -155.6% | -51.9% |
| 5Y | +9.3% | +149.5% | -140.2% | -47.4% |
| All | +421.5% | +370.1% | +51.4% | +97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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