+267.7%
F vs CARR
+394.0%
-126.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -3.1% | +3.5% | -6.6% | -4.5% |
| 30D | 0.0% | +0.4% | -0.3% | -0.3% |
| 3M | -13.2% | -14.1% | +0.9% | -7.8% |
| 6M | -10.2% | -16.7% | +6.5% | -4.3% |
| YTD | -4.9% | +4.2% | -9.1% | -9.2% |
| 1Y | -6.1% | -0.2% | -5.9% | -8.6% |
| 3Y | +46.0% | +10.9% | +35.1% | +32.9% |
| 5Y | -15.7% | +3.9% | -19.6% | -24.5% |
| All | +267.7% | +394.0% | -126.3% | +140.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling