+80.7%
CRM vs CARR
+421.5%
-340.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.6% |
| 7D | -4.4% | -3.8% | -0.7% | -3.6% |
| 30D | +28.1% | -8.9% | +37.0% | +30.9% |
| 3M | +48.8% | -17.3% | +66.1% | +54.6% |
| 6M | +28.3% | -1.4% | +29.6% | +25.4% |
| YTD | -6.0% | +10.0% | -16.0% | -11.5% |
| 1Y | +1.4% | -6.4% | +7.8% | 0.0% |
| 3Y | +11.8% | +1.5% | +10.3% | +5.5% |
| 5Y | -2.0% | +9.3% | -11.3% | -13.7% |
| All | +80.7% | +421.5% | -340.8% | +42.1% |
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