+386.1%
CARR vs SW
+157.3%
+228.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | -3.3% | +1.8% | -5.2% | -3.6% |
| 30D | -3.6% | +7.0% | -10.6% | -4.6% |
| 3M | -16.3% | -7.6% | -8.7% | -15.5% |
| 6M | -19.6% | +8.5% | -28.1% | -20.7% |
| YTD | +2.5% | +17.7% | -15.1% | 0.0% |
| 1Y | -5.8% | +27.1% | -32.9% | -9.0% |
| 3Y | +10.2% | +48.2% | -38.0% | +5.2% |
| 5Y | +4.7% | -2.3% | +7.0% | -0.2% |
| All | +386.1% | +157.3% | +228.8% | +327.8% |
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