-4.6%
CARR vs TPR
+18.2%
-22.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.1% |
| 7D | +1.6% | -2.7% | +4.2% | +2.1% |
| 30D | -8.7% | -23.3% | +14.5% | -3.8% |
| 3M | -12.6% | -12.8% | +0.2% | -11.2% |
| 6M | -1.5% | -21.7% | +20.2% | +1.8% |
| YTD | +14.3% | -3.9% | +18.2% | +13.4% |
| 1Y | -4.6% | +16.9% | -21.5% | -7.7% |
| All | -4.6% | +18.2% | -22.7% | -7.7% |
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