+385.0%
CARR vs SW
+159.1%
+225.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.9% | -4.2% |
| 7D | -4.2% | +4.7% | -8.9% | -4.8% |
| 30D | -4.7% | +5.0% | -9.7% | -5.4% |
| 3M | -18.3% | -7.3% | -11.0% | -17.5% |
| 6M | -16.4% | +15.0% | -31.4% | -18.2% |
| YTD | +2.3% | +18.5% | -16.2% | -0.4% |
| 1Y | -4.9% | +27.1% | -32.1% | -8.2% |
| 3Y | +9.7% | +49.3% | -39.6% | +4.6% |
| 5Y | +8.4% | -1.6% | +10.0% | +3.3% |
| All | +385.0% | +159.1% | +225.9% | +326.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling