+799.4%
CAT vs CARR
+421.5%
+377.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.2% | +1.1% |
| 7D | +0.6% | -3.8% | +4.3% | +2.1% |
| 30D | -4.3% | -8.9% | +4.6% | -0.7% |
| 3M | -8.6% | -17.3% | +8.7% | -1.3% |
| 6M | +16.1% | -1.4% | +17.5% | +16.9% |
| YTD | +43.8% | +10.0% | +33.8% | +38.9% |
| 1Y | +91.5% | -6.4% | +97.8% | +96.1% |
| 3Y | +202.7% | +1.5% | +201.2% | +197.3% |
| 5Y | +335.1% | +9.3% | +325.8% | +303.3% |
| All | +799.4% | +421.5% | +377.9% | +530.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 10y: compounded portfolio wealth divided by compounded CARR 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…
10y analysis · Full analysis span regression · 6 months rolling