+421.5%
CARR vs TRGP
+6,843.7%
-6,422.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.6% |
| 7D | -3.8% | +0.1% | -3.8% | -3.8% |
| 30D | -8.9% | +8.0% | -16.9% | -10.7% |
| 3M | -17.3% | +8.3% | -25.6% | -19.3% |
| 6M | -1.4% | +23.9% | -25.3% | -7.3% |
| YTD | +10.0% | +59.6% | -49.6% | -3.1% |
| 1Y | -6.4% | +79.4% | -85.8% | -20.3% |
| 3Y | +1.5% | +269.4% | -267.9% | -28.8% |
| 5Y | +9.3% | +641.6% | -632.3% | -35.5% |
| All | +421.5% | +6,843.7% | -6,422.2% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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