+24.5%
COP vs CARR
+2.2%
+22.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.3% |
| 7D | -0.5% | +0.6% | -1.1% | -0.6% |
| 30D | +11.7% | -8.7% | +20.4% | +12.7% |
| 3M | +17.7% | -18.4% | +36.0% | +19.9% |
| 6M | +18.3% | -0.6% | +18.9% | +15.9% |
| YTD | +49.1% | +10.9% | +38.1% | +42.0% |
| 1Y | +53.3% | -7.3% | +60.6% | +52.1% |
| All | +24.5% | +2.2% | +22.2% | +22.7% |
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 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