+64.8%
EFA vs CARR
+1.4%
+63.5%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.5% | +0.6% |
| 7D | -1.5% | -3.8% | +2.2% | -0.6% |
| 30D | -1.7% | -8.9% | +7.3% | +0.5% |
| 3M | +3.5% | -17.3% | +20.8% | +7.8% |
| 6M | +9.5% | -1.4% | +10.9% | +8.6% |
| YTD | +12.9% | +10.0% | +2.9% | +8.9% |
| 1Y | +18.2% | -6.4% | +24.6% | +18.3% |
| 3Y | +64.8% | +1.5% | +63.3% | +56.0% |
| All | +64.8% | +1.4% | +63.5% | +56.0% |
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