+1.5%
CARR vs TRU
-1.3%
+2.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.5% | +1.2% |
| 7D | -3.8% | -2.7% | -1.0% | -3.0% |
| 30D | -8.9% | -2.0% | -6.9% | -8.5% |
| 3M | -17.3% | +18.4% | -35.8% | -22.6% |
| 6M | -1.4% | +8.9% | -10.3% | -5.7% |
| YTD | +10.0% | -8.9% | +18.9% | +11.0% |
| 1Y | -6.4% | -15.9% | +9.5% | -3.2% |
| 3Y | +1.5% | -1.1% | +2.6% | +1.0% |
| All | +1.5% | -1.3% | +2.8% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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