+104.6%
CSCO vs CARR
-0.1%
+104.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.4% | -1.4% |
| 7D | -1.1% | -4.1% | +3.1% | -0.2% |
| 30D | -10.8% | -11.0% | +0.2% | -8.7% |
| 3M | -9.2% | -16.4% | +7.1% | -6.1% |
| 6M | +39.5% | -2.4% | +41.9% | +39.0% |
| YTD | +41.5% | +8.4% | +33.1% | +37.9% |
| 1Y | +61.0% | -8.0% | +68.9% | +62.3% |
| All | +104.6% | -0.1% | +104.7% | +102.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling