+414.1%
CARR vs UUUU
+1,431.5%
-1,017.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.3% | +4.1% | -1.6% |
| 7D | -4.1% | -5.0% | +0.9% | -3.6% |
| 30D | -11.0% | -7.8% | -3.2% | -10.4% |
| 3M | -16.4% | -0.4% | -15.9% | -16.7% |
| 6M | -2.4% | -32.9% | +30.5% | +0.4% |
| YTD | +8.4% | -6.3% | +14.7% | +6.2% |
| 1Y | -8.0% | +7.9% | -15.9% | -13.0% |
| 3Y | +0.6% | +85.2% | -84.6% | -14.9% |
| 5Y | +7.7% | +97.0% | -89.2% | -13.4% |
| All | +414.1% | +1,431.5% | -1,017.4% | +163.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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