+14.0%
CARR vs USB
+40.0%
-26.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.3% | +1.2% |
| 7D | +1.6% | +1.4% | +0.1% | +0.9% |
| 30D | -8.7% | -1.3% | -7.4% | -8.2% |
| 3M | -12.6% | +15.2% | -27.8% | -18.4% |
| 6M | -1.5% | +18.8% | -20.4% | -9.4% |
| YTD | +14.3% | +21.0% | -6.7% | +4.0% |
| 1Y | -4.6% | +34.0% | -38.6% | -17.5% |
| 3Y | +7.3% | +95.3% | -88.0% | -22.6% |
| All | +14.0% | +40.0% | -26.0% | -7.9% |
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