+0.1%
CARR vs Z
-39.0%
+39.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -1.7% |
| 7D | -4.1% | -11.6% | +7.4% | -1.8% |
| 30D | -11.0% | -8.5% | -2.5% | -9.6% |
| 3M | -16.4% | -7.9% | -8.5% | -15.6% |
| 6M | -2.4% | -29.1% | +26.7% | +4.1% |
| YTD | +8.4% | -54.2% | +62.6% | +27.1% |
| 1Y | -8.0% | -63.5% | +55.6% | +14.0% |
| All | +0.1% | -39.0% | +39.1% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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