+14.0%
CARR vs SW
-2.3%
+16.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.8% |
| 7D | +1.6% | -5.1% | +6.7% | +2.5% |
| 30D | -8.7% | -4.6% | -4.2% | -8.1% |
| 3M | -12.6% | +9.4% | -22.0% | -14.1% |
| 6M | -1.5% | +3.5% | -5.1% | -2.6% |
| YTD | +14.3% | +22.0% | -7.7% | +10.1% |
| 1Y | -4.6% | +2.2% | -6.8% | -6.1% |
| 3Y | +7.3% | +19.6% | -12.2% | +2.7% |
| All | +14.0% | -2.3% | +16.3% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling