+414.1%
CARR vs SRE
+102.1%
+311.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.8% |
| 7D | -4.1% | -0.7% | -3.5% | -3.9% |
| 30D | -11.0% | -1.7% | -9.2% | -10.5% |
| 3M | -16.4% | -7.1% | -9.3% | -14.1% |
| 6M | -2.4% | -8.4% | +6.0% | +0.7% |
| YTD | +8.4% | -3.5% | +11.9% | +9.3% |
| 1Y | -8.0% | +5.4% | -13.4% | -10.7% |
| 3Y | +0.6% | +29.5% | -28.9% | -14.0% |
| 5Y | +7.7% | +48.3% | -40.6% | -13.5% |
| All | +414.1% | +102.1% | +311.9% | +250.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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