+45.8%
F vs CARR
+10.8%
+35.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.7% |
| 7D | -3.9% | +2.2% | -6.1% | -4.7% |
| 30D | -0.5% | -0.8% | +0.3% | -0.3% |
| 3M | -12.9% | -13.4% | +0.5% | -8.1% |
| 6M | +1.5% | -16.4% | +18.0% | +7.6% |
| YTD | -5.0% | +4.5% | -9.5% | -10.3% |
| 1Y | -7.3% | -1.4% | -6.0% | -10.2% |
| All | +45.8% | +10.8% | +35.1% | +23.8% |
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