+436.5%
CARR vs STZ
+13.3%
+423.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.6% | +4.6% | +1.3% |
| 7D | +3.2% | -7.4% | +10.6% | +6.4% |
| 30D | -7.7% | -10.9% | +3.2% | -3.5% |
| 3M | -11.9% | -13.4% | +1.5% | -7.3% |
| 6M | +2.0% | -16.2% | +18.2% | +8.6% |
| YTD | +13.2% | -10.4% | +23.6% | +16.2% |
| 1Y | -8.5% | -14.8% | +6.3% | -4.4% |
| 3Y | +5.0% | -50.1% | +55.1% | +36.8% |
| 5Y | +12.0% | -38.8% | +50.8% | +31.1% |
| All | +436.5% | +13.3% | +423.2% | +377.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling