+414.1%
CARR vs TGT
+81.6%
+332.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.1% | -2.0% |
| 7D | -4.1% | -5.0% | +0.9% | -2.8% |
| 30D | -11.0% | +3.0% | -14.0% | -11.7% |
| 3M | -16.4% | +22.6% | -39.0% | -21.1% |
| 6M | -2.4% | +31.2% | -33.6% | -9.8% |
| YTD | +8.4% | +63.7% | -55.3% | -6.2% |
| 1Y | -8.0% | +78.5% | -86.5% | -22.5% |
| 3Y | +0.6% | +40.5% | -40.0% | -13.2% |
| 5Y | +7.7% | -25.6% | +33.3% | +6.8% |
| All | +414.1% | +81.6% | +332.5% | +547.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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