+8.6%
CARR vs USB
+89.5%
-80.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.3% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -4.4% | +5.8% | -10.2% | -7.2% |
| 3M | -17.8% | -6.0% | -11.8% | -15.1% |
| 6M | -22.2% | +7.8% | -30.0% | -25.6% |
| YTD | +0.7% | +14.6% | -13.9% | -7.2% |
| 1Y | -5.9% | +31.8% | -37.7% | -19.8% |
| 3Y | +8.6% | +91.5% | -83.0% | -25.0% |
| All | +8.6% | +89.5% | -80.9% | -25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling