+55.4%
CVS vs CARR
-0.1%
+55.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.1% |
| 7D | -2.0% | -4.1% | +2.2% | -1.6% |
| 30D | +1.9% | -11.0% | +12.9% | +3.1% |
| 3M | -2.2% | -16.4% | +14.2% | -0.6% |
| 6M | +26.7% | -2.4% | +29.1% | +26.4% |
| YTD | +22.9% | +8.4% | +14.5% | +21.1% |
| 1Y | +32.9% | -8.0% | +40.9% | +33.0% |
| All | +55.4% | -0.1% | +55.5% | +52.4% |
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 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