-1.8%
CARR vs TPR
+20.9%
-22.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | -0.2% |
| 7D | -0.7% | +12.6% | -13.3% | -3.1% |
| 30D | +0.3% | +7.1% | -6.8% | -1.2% |
| 3M | -14.9% | -19.4% | +4.4% | -11.5% |
| 6M | -14.9% | -9.7% | -5.1% | -14.9% |
| YTD | +7.0% | -1.0% | +8.0% | +5.9% |
| 1Y | -1.8% | +19.3% | -21.1% | -6.0% |
| All | -1.8% | +20.9% | -22.6% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 1y: compounded portfolio wealth divided by compounded TPR 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…
1y analysis · Full analysis span regression · 6 months rolling