+27.2%
F vs CARR
-9.9%
+37.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.3% | +5.5% | +3.8% |
| 7D | -3.7% | -4.1% | +0.5% | -2.6% |
| 30D | -0.7% | -11.0% | +10.3% | +2.4% |
| 3M | -1.9% | -16.4% | +14.5% | +2.5% |
| 6M | +16.1% | -2.4% | +18.4% | +13.4% |
| YTD | +9.5% | +8.4% | +1.0% | +0.7% |
| 1Y | +27.2% | -8.0% | +35.2% | +31.2% |
| All | +27.2% | -9.9% | +37.1% | +31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling