+11,687.4%
CLS vs CARR
+421.5%
+11,265.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.4% | +5.1% | +5.9% |
| 7D | +10.9% | -3.8% | +14.7% | +13.0% |
| 30D | +2.1% | -8.9% | +11.0% | +6.8% |
| 3M | -10.2% | -17.3% | +7.1% | -2.0% |
| 6M | +30.4% | -1.4% | +31.8% | +30.6% |
| YTD | +17.2% | +10.0% | +7.2% | +10.7% |
| 1Y | +41.0% | -6.4% | +47.4% | +43.2% |
| 3Y | +1,338.0% | +1.5% | +1,336.4% | +1,277.8% |
| 5Y | +3,860.6% | +9.3% | +3,851.3% | +3,462.5% |
| All | +11,687.4% | +421.5% | +11,265.9% | +7,250.6% |
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