+377.4%
CARR vs USB
+145.0%
+232.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.8% |
| 3M | -17.8% | -6.0% | -11.8% | -15.5% |
| 6M | -22.2% | +7.8% | -30.0% | -25.1% |
| YTD | +0.7% | +14.6% | -13.9% | -5.9% |
| 1Y | -5.9% | +31.8% | -37.7% | -17.6% |
| 3Y | +8.6% | +91.5% | -83.0% | -20.4% |
| 5Y | +6.7% | +22.0% | -15.3% | -6.9% |
| All | +377.4% | +145.0% | +232.5% | +204.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling