-1.8%
CARR vs USAR
-49.3%
+47.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.9% | +6.4% | +1.0% |
| 7D | -0.7% | -21.8% | +21.1% | +1.4% |
| 30D | +0.3% | -39.9% | +40.2% | +4.4% |
| 3M | -14.9% | -52.5% | +37.6% | -9.9% |
| 6M | -14.9% | -67.9% | +53.1% | -8.4% |
| YTD | +7.0% | -31.1% | +38.1% | +8.1% |
| 1Y | -1.8% | -49.8% | +48.1% | +1.3% |
| All | -1.8% | -49.3% | +47.5% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1y: compounded portfolio wealth divided by compounded USAR 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…
1y analysis · Full analysis span regression · 6 months rolling