+110.8%
CVS vs CARR
+421.5%
-310.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.9% |
| 7D | -2.2% | -3.8% | +1.6% | -1.6% |
| 30D | -0.1% | -8.9% | +8.8% | +1.4% |
| 3M | -5.2% | -17.3% | +12.1% | -2.5% |
| 6M | +26.9% | -1.4% | +28.3% | +26.2% |
| YTD | +22.1% | +10.0% | +12.1% | +19.0% |
| 1Y | +30.8% | -6.4% | +37.1% | +30.8% |
| 3Y | +54.4% | +1.5% | +52.8% | +49.5% |
| 5Y | +33.4% | +9.3% | +24.1% | +24.0% |
| All | +110.8% | +421.5% | -310.7% | +56.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling