+0.1%
CARR vs W
+34.3%
-34.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -1.8% |
| 7D | -4.1% | +0.5% | -4.6% | -4.2% |
| 30D | -11.0% | -5.6% | -5.4% | -10.1% |
| 3M | -16.4% | +41.9% | -58.3% | -22.8% |
| 6M | -2.4% | +30.2% | -32.6% | -9.2% |
| YTD | +8.4% | -2.9% | +11.4% | +5.6% |
| 1Y | -8.0% | +11.6% | -19.6% | -13.9% |
| All | +0.1% | +34.3% | -34.2% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 3y: compounded portfolio wealth divided by compounded W 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…
3y analysis · Full analysis span regression · 6 months rolling