+566.9%
COP vs CARR
+436.5%
+130.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | -0.8% | +3.2% | -4.1% | -1.5% |
| 30D | +15.6% | -7.7% | +23.2% | +17.4% |
| 3M | +14.3% | -11.9% | +26.3% | +16.5% |
| 6M | +17.0% | +2.0% | +15.0% | +14.0% |
| YTD | +47.4% | +13.2% | +34.3% | +39.7% |
| 1Y | +52.4% | -8.5% | +60.9% | +52.0% |
| 3Y | +20.8% | +5.0% | +15.9% | +14.0% |
| 5Y | +191.7% | +12.0% | +179.7% | +164.3% |
| All | +566.9% | +436.5% | +130.5% | +350.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling