+225.0%
COST vs CARR
+421.5%
-196.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.2% | +0.1% |
| 7D | -1.2% | -3.8% | +2.6% | -0.7% |
| 30D | -4.7% | -8.9% | +4.2% | -3.6% |
| 3M | -7.1% | -17.3% | +10.2% | -5.1% |
| 6M | -8.5% | -1.4% | -7.1% | -9.3% |
| YTD | +5.4% | +10.0% | -4.6% | +2.6% |
| 1Y | -5.6% | -6.4% | +0.7% | -6.0% |
| 3Y | +68.5% | +1.5% | +66.9% | +63.6% |
| 5Y | +105.2% | +9.3% | +95.9% | +89.4% |
| All | +225.0% | +421.5% | -196.5% | +211.0% |
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