+436.5%
CARR vs Z
+28.7%
+407.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.4% | +5.4% | +0.2% |
| 7D | +3.2% | -3.3% | +6.5% | +3.9% |
| 30D | -7.7% | -3.7% | -3.9% | -7.2% |
| 3M | -11.9% | -7.0% | -4.9% | -11.3% |
| 6M | +2.0% | -29.5% | +31.5% | +8.2% |
| YTD | +13.2% | -52.6% | +65.7% | +28.9% |
| 1Y | -8.5% | -64.0% | +55.5% | +10.0% |
| 3Y | +5.0% | -36.4% | +41.4% | +9.6% |
| 5Y | +12.0% | -65.8% | +77.7% | +20.3% |
| All | +436.5% | +28.7% | +407.8% | +344.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling