+386.1%
CARR vs USB
+151.1%
+235.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +0.7% |
| 7D | -3.3% | +0.8% | -4.1% | -3.7% |
| 30D | -3.6% | +6.8% | -10.4% | -6.5% |
| 3M | -16.3% | -3.8% | -12.5% | -14.9% |
| 6M | -19.6% | +11.7% | -31.3% | -23.8% |
| YTD | +2.5% | +17.5% | -15.0% | -5.3% |
| 1Y | -5.8% | +33.8% | -39.6% | -18.0% |
| 3Y | +10.2% | +104.2% | -94.0% | -21.5% |
| 5Y | +4.7% | +26.4% | -21.8% | -10.1% |
| All | +386.1% | +151.1% | +235.0% | +206.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 10y: compounded portfolio wealth divided by compounded USB 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…
10y analysis · Full analysis span regression · 6 months rolling