+32.9%
F vs CARR
+2.2%
+30.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.0% | -2.0% | -3.2% |
| 7D | -4.9% | +0.6% | -5.5% | -5.1% |
| 30D | -2.9% | -8.7% | +5.8% | +0.5% |
| 3M | -9.1% | -18.4% | +9.3% | -2.2% |
| 6M | +12.9% | -0.6% | +13.5% | +10.5% |
| YTD | +6.1% | +10.9% | -4.9% | -1.7% |
| 1Y | +22.5% | -7.3% | +29.8% | +22.9% |
| All | +32.9% | +2.2% | +30.7% | +20.0% |
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