+45.9%
CSCO vs CARR
-1.4%
+47.3%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | -6.1% | -0.7% | -5.4% | -5.9% |
| 30D | -8.2% | +0.3% | -8.5% | -8.2% |
| 3M | -14.6% | -14.9% | +0.3% | -12.3% |
| 6M | +12.7% | -14.9% | +27.6% | +15.8% |
| YTD | +37.0% | +7.0% | +30.0% | +39.9% |
| 1Y | +45.9% | -1.8% | +47.7% | +49.6% |
| All | +45.9% | -1.4% | +47.3% | +49.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling