+561.1%
CAT vs CARR
+394.0%
+167.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +7.4% | +3.5% | +4.0% | +6.0% |
| 30D | -19.7% | +0.4% | -20.0% | -19.7% |
| 3M | -29.6% | -14.1% | -15.5% | -25.1% |
| 6M | -33.2% | -16.7% | -16.5% | -27.9% |
| YTD | +5.7% | +4.2% | +1.5% | +4.4% |
| 1Y | +9.3% | -0.2% | +9.5% | +9.7% |
| 3Y | +158.3% | +10.9% | +147.5% | +147.8% |
| 5Y | +211.6% | +3.9% | +207.7% | +195.5% |
| All | +561.1% | +394.0% | +167.0% | +373.7% |
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