+1.5%
CARR vs UL
+20.7%
-19.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | -3.8% | -3.4% | -0.4% | -3.2% |
| 30D | -8.9% | +0.5% | -9.4% | -9.0% |
| 3M | -17.3% | +7.2% | -24.6% | -18.9% |
| 6M | -1.4% | -3.1% | +1.7% | -1.3% |
| YTD | +10.0% | -2.7% | +12.7% | +10.5% |
| 1Y | -6.4% | -10.2% | +3.9% | -4.5% |
| 3Y | +1.5% | +20.3% | -18.7% | -12.1% |
| All | +1.5% | +20.7% | -19.1% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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