+10.2%
CARR vs SW
+48.2%
-38.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | -3.3% | +1.8% | -5.2% | -3.8% |
| 30D | -3.6% | +7.0% | -10.6% | -5.4% |
| 3M | -16.3% | -7.6% | -8.7% | -14.8% |
| 6M | -19.6% | +8.5% | -28.1% | -21.7% |
| YTD | +2.5% | +17.7% | -15.1% | -2.5% |
| 1Y | -5.8% | +27.1% | -32.9% | -12.0% |
| 3Y | +10.2% | +48.2% | -38.0% | +4.8% |
| All | +10.2% | +48.2% | -38.0% | +4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling