+224.1%
COST vs CARR
+414.1%
-189.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.2% | +0.3% |
| 7D | -2.5% | -4.1% | +1.6% | -2.0% |
| 30D | -4.4% | -11.0% | +6.5% | -3.1% |
| 3M | -8.1% | -16.4% | +8.3% | -6.3% |
| 6M | -9.2% | -2.4% | -6.9% | -9.9% |
| YTD | +5.1% | +8.4% | -3.3% | +2.5% |
| 1Y | -5.1% | -8.0% | +2.9% | -5.3% |
| 3Y | +70.4% | +0.6% | +69.8% | +65.6% |
| 5Y | +104.7% | +7.7% | +97.0% | +89.2% |
| All | +224.1% | +414.1% | -189.9% | +210.8% |
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