+394.0%
CARR vs USB
+151.3%
+242.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | +3.5% | +2.6% | +0.9% | +2.3% |
| 30D | +0.4% | +8.4% | -8.1% | -3.3% |
| 3M | -14.1% | -5.5% | -8.5% | -11.9% |
| 6M | -16.7% | +17.7% | -34.4% | -22.9% |
| YTD | +4.2% | +17.6% | -13.4% | -3.8% |
| 1Y | -0.2% | +33.9% | -34.1% | -13.2% |
| 3Y | +10.9% | +103.8% | -93.0% | -20.9% |
| 5Y | +3.9% | +25.6% | -21.7% | -10.5% |
| All | +394.0% | +151.3% | +242.7% | +211.5% |
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