+169.5%
EFA vs CARR
+414.1%
-244.6%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.4% | -0.3% |
| 7D | -2.4% | -4.1% | +1.8% | -1.5% |
| 30D | -2.2% | -11.0% | +8.7% | +0.3% |
| 3M | +5.7% | -16.4% | +22.0% | +9.6% |
| 6M | +8.2% | -2.4% | +10.5% | +7.9% |
| YTD | +11.8% | +8.4% | +3.3% | +8.7% |
| 1Y | +18.3% | -8.0% | +26.3% | +19.1% |
| 3Y | +64.9% | +0.6% | +64.3% | +60.1% |
| 5Y | +52.4% | +7.7% | +44.7% | +41.2% |
| All | +169.5% | +414.1% | -244.6% | +113.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling