-2.4%
CARR vs TRU
+2.0%
-4.4%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.1% | -2.3% |
| 7D | -4.1% | -9.4% | +5.3% | -4.0% |
| 30D | -11.0% | -4.1% | -6.9% | -10.9% |
| 3M | -16.4% | +13.6% | -30.0% | -18.5% |
| 6M | -2.4% | +3.6% | -5.9% | -2.9% |
| All | -2.4% | +2.0% | -4.4% | -2.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling