+326.2%
F vs CARR
+421.5%
-95.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.1% |
| 7D | -4.4% | -3.8% | -0.7% | -2.9% |
| 30D | +1.0% | -8.9% | +9.9% | +4.9% |
| 3M | -4.0% | -17.3% | +13.3% | +3.0% |
| 6M | +18.1% | -1.4% | +19.5% | +16.3% |
| YTD | +10.2% | +10.0% | +0.2% | +3.1% |
| 1Y | +24.3% | -6.4% | +30.7% | +24.6% |
| 3Y | +38.1% | +1.5% | +36.5% | +30.3% |
| 5Y | +50.2% | +9.3% | +40.9% | +31.8% |
| All | +326.2% | +421.5% | -95.3% | +173.0% |
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 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