+385.0%
CARR vs USB
+146.2%
+238.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.3% | -3.4% |
| 7D | -4.2% | -1.5% | -2.7% | -3.5% |
| 30D | -4.7% | +4.3% | -9.0% | -6.6% |
| 3M | -18.3% | -6.1% | -12.3% | -16.0% |
| 6M | -16.4% | +9.4% | -25.8% | -20.1% |
| YTD | +2.3% | +15.2% | -12.9% | -4.6% |
| 1Y | -4.9% | +32.8% | -37.7% | -17.0% |
| 3Y | +9.7% | +91.3% | -81.6% | -19.5% |
| 5Y | +8.4% | +22.7% | -14.2% | -5.6% |
| All | +385.0% | +146.2% | +238.8% | +208.7% |
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