+49.6%
F vs CARR
+11.7%
+37.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -3.7% |
| 7D | +1.2% | +3.2% | -2.1% | -0.4% |
| 30D | +1.2% | -7.7% | +8.9% | +5.3% |
| 3M | -5.7% | -11.9% | +6.3% | -0.6% |
| 6M | +17.9% | +2.0% | +15.9% | +13.2% |
| YTD | +10.4% | +13.2% | -2.7% | -0.5% |
| 1Y | +25.3% | -8.5% | +33.9% | +26.9% |
| 3Y | +37.5% | +5.0% | +32.5% | +22.1% |
| All | +49.6% | +11.7% | +37.9% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling