+425.9%
CARR vs TRMB
+172.4%
+253.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.4% | -1.0% |
| 7D | +0.6% | -2.9% | +3.5% | +1.9% |
| 30D | -8.7% | -1.8% | -6.9% | -8.1% |
| 3M | -18.4% | +8.4% | -26.8% | -21.8% |
| 6M | -0.6% | -18.5% | +17.9% | +7.2% |
| YTD | +10.9% | -26.7% | +37.7% | +24.6% |
| 1Y | -7.3% | -28.3% | +21.0% | +4.8% |
| 3Y | +2.9% | +12.6% | -9.7% | -6.9% |
| 5Y | +9.6% | -38.7% | +48.4% | +25.4% |
| All | +425.9% | +172.4% | +253.5% | +294.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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