+69.1%
CSCO vs CARR
-5.9%
+75.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.4% | +2.9% | +4.1% |
| 7D | +2.7% | -3.8% | +6.5% | +3.3% |
| 30D | -9.5% | -8.9% | -0.6% | -8.2% |
| 3M | -7.6% | -17.3% | +9.7% | -5.1% |
| 6M | +44.9% | -1.4% | +46.3% | +44.9% |
| YTD | +47.7% | +10.0% | +37.7% | +49.2% |
| 1Y | +69.1% | -6.4% | +75.4% | +76.4% |
| All | +69.1% | -5.9% | +75.0% | +76.4% |
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 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