+7.7%
CARR vs USB
+25.0%
-17.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.0% | +3.0% |
| 7D | -1.9% | -0.5% | -1.4% | -1.7% |
| 30D | -1.1% | +5.7% | -6.8% | -3.7% |
| 3M | -13.8% | -4.7% | -9.1% | -11.9% |
| 6M | -16.5% | +13.4% | -29.9% | -21.7% |
| YTD | +4.9% | +17.0% | -12.1% | -3.2% |
| 1Y | -2.7% | +32.4% | -35.1% | -15.5% |
| 3Y | +10.4% | +101.7% | -91.2% | -21.9% |
| 5Y | +7.7% | +24.4% | -16.7% | -6.8% |
| All | +7.7% | +25.0% | -17.3% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling