+10.7%
CARR vs SU
+348.9%
-338.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.6% | +1.5% |
| 7D | -3.8% | +2.2% | -6.0% | -4.1% |
| 30D | -8.9% | +8.4% | -17.3% | -10.2% |
| 3M | -17.3% | +12.1% | -29.4% | -19.1% |
| 6M | -1.4% | +19.7% | -21.1% | -5.6% |
| YTD | +10.0% | +58.4% | -48.4% | -1.1% |
| 1Y | -6.4% | +67.2% | -73.6% | -16.9% |
| 3Y | +1.5% | +125.0% | -123.5% | -16.0% |
| All | +10.7% | +348.9% | -338.3% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 5y: compounded portfolio wealth divided by compounded SU 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…
5y analysis · Full analysis span regression · 6 months rolling