+5.0%
CARR vs TPR
+292.6%
-287.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.7% | 0.0% |
| 7D | +3.2% | -3.4% | +6.6% | +4.1% |
| 30D | -7.7% | -27.3% | +19.7% | -0.3% |
| 3M | -11.9% | -16.2% | +4.3% | -8.8% |
| 6M | +2.0% | -17.9% | +19.9% | +5.8% |
| YTD | +13.2% | -7.1% | +20.3% | +13.2% |
| 1Y | -8.5% | +13.6% | -22.1% | -13.8% |
| 3Y | +5.0% | +293.7% | -288.8% | -32.2% |
| All | +5.0% | +292.6% | -287.7% | -32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling