+14.0%
CARR vs USAR
+74.0%
-60.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.1% |
| 7D | +1.6% | -2.1% | +3.7% | +1.6% |
| 30D | -8.7% | +2.6% | -11.4% | -8.9% |
| 3M | -12.6% | -35.0% | +22.4% | -12.0% |
| 6M | -1.5% | -6.9% | +5.3% | -1.7% |
| YTD | +14.3% | +48.0% | -33.7% | +13.3% |
| 1Y | -4.6% | +24.8% | -29.4% | -5.4% |
| 3Y | +7.3% | +73.2% | -65.9% | +19.3% |
| All | +14.0% | +74.0% | -60.0% | +26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling