-1.8%
CARR vs SW
+29.5%
-31.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | -0.9% |
| 7D | -0.7% | +12.1% | -12.7% | -4.7% |
| 30D | +0.3% | +6.6% | -6.3% | -2.0% |
| 3M | -14.9% | -6.0% | -8.9% | -13.3% |
| 6M | -14.9% | +21.5% | -36.3% | -21.4% |
| YTD | +7.0% | +20.3% | -13.3% | -4.0% |
| 1Y | -1.8% | +28.1% | -29.9% | -14.9% |
| All | -1.8% | +29.5% | -31.3% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 1y: compounded portfolio wealth divided by compounded SW 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…
1y analysis · Full analysis span regression · 6 months rolling