+425.9%
CARR vs USFR
+20.8%
+405.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | +0.6% | +0.1% | +0.6% | +0.7% |
| 30D | -8.7% | +0.3% | -8.9% | -8.3% |
| 3M | -18.4% | +1.0% | -19.3% | -17.2% |
| 6M | -0.6% | +1.9% | -2.5% | +1.8% |
| YTD | +10.9% | +2.7% | +8.3% | +14.4% |
| 1Y | -7.3% | +4.0% | -11.3% | -3.2% |
| 3Y | +2.9% | +14.0% | -11.1% | +22.1% |
| 5Y | +9.6% | +20.4% | -10.8% | +39.9% |
| All | +425.9% | +20.8% | +405.2% | +571.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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