+10.7%
CARR vs SYY
+23.4%
-12.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.4% | +1.1% |
| 7D | -3.8% | +3.9% | -7.7% | -5.1% |
| 30D | -8.9% | -1.7% | -7.2% | -8.4% |
| 3M | -17.3% | +5.2% | -22.5% | -19.1% |
| 6M | -1.4% | -0.2% | -1.2% | -2.3% |
| YTD | +10.0% | +15.4% | -5.4% | +2.0% |
| 1Y | -6.4% | +5.6% | -11.9% | -9.9% |
| 3Y | +1.5% | +28.9% | -27.3% | -12.5% |
| All | +10.7% | +23.4% | -12.7% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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