+60.7%
COP vs CARR
-1.4%
+62.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.5% | -5.7% | -5.1% |
| 7D | -8.1% | -0.7% | -7.5% | -8.1% |
| 30D | +6.7% | +0.3% | +6.3% | +6.9% |
| 3M | +16.9% | -14.9% | +31.8% | +13.8% |
| 6M | +11.2% | -14.9% | +26.0% | +8.8% |
| YTD | +49.5% | +7.0% | +42.5% | +45.4% |
| 1Y | +60.7% | -1.8% | +62.4% | +57.6% |
| All | +60.7% | -1.4% | +62.1% | +57.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling