+421.5%
CARR vs TPR
+934.4%
-512.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.8% | +0.8% |
| 7D | -3.8% | -3.0% | -0.8% | -2.9% |
| 30D | -8.9% | -22.6% | +13.7% | -2.5% |
| 3M | -17.3% | -18.2% | +0.9% | -13.3% |
| 6M | -1.4% | -18.0% | +16.6% | +3.0% |
| YTD | +10.0% | -6.4% | +16.4% | +10.1% |
| 1Y | -6.4% | +12.3% | -18.7% | -11.8% |
| 3Y | +1.5% | +298.7% | -297.1% | -37.3% |
| 5Y | +9.3% | +232.5% | -223.2% | -31.0% |
| All | +421.5% | +934.4% | -512.9% | +137.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling