+421.5%
CARR vs STZ
+14.6%
+406.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.9% |
| 7D | -3.8% | -4.5% | +0.7% | -2.1% |
| 30D | -8.9% | -8.6% | -0.3% | -5.8% |
| 3M | -17.3% | -13.8% | -3.5% | -12.8% |
| 6M | -1.4% | -17.2% | +15.8% | +5.5% |
| YTD | +10.0% | -9.4% | +19.4% | +12.4% |
| 1Y | -6.4% | -11.9% | +5.5% | -3.6% |
| 3Y | +1.5% | -49.6% | +51.1% | +31.7% |
| 5Y | +9.3% | -37.2% | +46.5% | +26.5% |
| All | +421.5% | +14.6% | +406.9% | +361.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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