+425.9%
CARR vs UL
+42.5%
+383.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.5% |
| 7D | +0.6% | -3.2% | +3.9% | +1.6% |
| 30D | -8.7% | -0.6% | -8.1% | -8.5% |
| 3M | -18.4% | +9.4% | -27.8% | -21.0% |
| 6M | -0.6% | -4.1% | +3.5% | 0.0% |
| YTD | +10.9% | -2.0% | +12.9% | +11.0% |
| 1Y | -7.3% | -9.0% | +1.7% | -5.3% |
| 3Y | +2.9% | +21.8% | -18.9% | -5.6% |
| 5Y | +9.6% | +20.6% | -10.9% | -0.9% |
| All | +425.9% | +42.5% | +383.4% | +350.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling