-15.8%
F vs CARR
+6.5%
-22.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.7% |
| 7D | -3.9% | +2.2% | -6.1% | -4.9% |
| 30D | -0.5% | -0.8% | +0.3% | -0.3% |
| 3M | -12.9% | -13.4% | +0.5% | -6.7% |
| 6M | +1.5% | -16.4% | +18.0% | +9.3% |
| YTD | -5.0% | +4.5% | -9.5% | -11.3% |
| 1Y | -7.3% | -1.4% | -6.0% | -10.7% |
| 3Y | +45.3% | +10.0% | +35.2% | +23.0% |
| 5Y | -15.8% | +4.2% | -20.0% | -32.6% |
| All | -15.8% | +6.5% | -22.3% | -32.6% |
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