-0.8%
CRM vs CARR
+8.3%
-9.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.5% |
| 7D | -4.4% | -3.8% | -0.7% | -3.3% |
| 30D | +28.1% | -8.9% | +37.0% | +31.9% |
| 3M | +48.8% | -17.3% | +66.1% | +56.6% |
| 6M | +28.3% | -1.4% | +29.6% | +23.6% |
| YTD | -6.0% | +10.0% | -16.0% | -14.7% |
| 1Y | +1.4% | -6.4% | +7.8% | -1.2% |
| 3Y | +11.8% | +1.5% | +10.3% | -1.0% |
| All | -0.8% | +8.3% | -9.1% | -21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling