+47.5%
CCL vs CARR
-0.1%
+47.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.2% | +0.3% |
| 7D | -4.3% | -4.1% | -0.2% | -1.8% |
| 30D | -19.0% | -11.0% | -8.0% | -13.1% |
| 3M | -13.1% | -16.4% | +3.3% | -4.1% |
| 6M | -13.3% | -2.4% | -10.9% | -13.9% |
| YTD | -25.2% | +8.4% | -33.7% | -30.6% |
| 1Y | -27.2% | -8.0% | -19.2% | -25.5% |
| All | +47.5% | -0.1% | +47.6% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling