+394.0%
CARR vs SW
+149.2%
+244.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | +3.5% | -2.9% | +6.4% | +3.9% |
| 30D | +0.4% | +5.0% | -4.7% | -0.4% |
| 3M | -14.1% | -13.7% | -0.4% | -12.4% |
| 6M | -16.7% | +8.0% | -24.7% | -17.7% |
| YTD | +4.2% | +14.0% | -9.8% | +2.1% |
| 1Y | -0.2% | +25.6% | -25.8% | -3.3% |
| 3Y | +10.9% | +40.1% | -29.3% | +6.5% |
| 5Y | +3.9% | -2.6% | +6.5% | -0.6% |
| All | +394.0% | +149.2% | +244.8% | +336.8% |
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