+377.4%
CARR vs SW
+156.7%
+220.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.6% | -1.4% |
| 7D | -2.3% | +2.3% | -4.7% | -2.6% |
| 30D | -4.4% | +6.8% | -11.1% | -5.3% |
| 3M | -17.8% | -5.2% | -12.6% | -17.2% |
| 6M | -22.2% | +7.4% | -29.7% | -23.2% |
| YTD | +0.7% | +17.4% | -16.7% | -1.8% |
| 1Y | -5.9% | +27.1% | -33.0% | -9.1% |
| 3Y | +8.6% | +47.9% | -39.3% | +3.6% |
| 5Y | +6.7% | -2.6% | +9.3% | +1.8% |
| All | +377.4% | +156.7% | +220.7% | +320.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling