+441.9%
CARR vs TPR
+966.3%
-524.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.6% | -2.3% | +3.9% | +2.3% |
| 30D | -8.7% | -23.0% | +14.2% | -2.2% |
| 3M | -12.6% | -12.5% | -0.1% | -10.0% |
| 6M | -1.5% | -21.4% | +19.9% | +4.2% |
| YTD | +14.3% | -3.5% | +17.8% | +13.4% |
| 1Y | -4.6% | +17.4% | -21.9% | -11.2% |
| 3Y | +7.3% | +291.3% | -283.9% | -33.3% |
| 5Y | +11.6% | +241.9% | -230.3% | -30.1% |
| All | +441.9% | +966.3% | -524.3% | +144.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling