+346.0%
F vs CARR
+441.9%
-95.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.0% |
| 7D | +5.3% | +1.6% | +3.8% | +4.7% |
| 30D | +4.6% | -8.7% | +13.3% | +8.6% |
| 3M | -3.7% | -12.6% | +8.9% | +1.0% |
| 6M | +16.8% | -1.5% | +18.4% | +15.2% |
| YTD | +15.3% | +14.3% | +1.0% | +6.2% |
| 1Y | +31.0% | -4.6% | +35.6% | +30.3% |
| 3Y | +45.4% | +7.3% | +38.1% | +34.1% |
| 5Y | +54.7% | +11.6% | +43.0% | +34.2% |
| All | +346.0% | +441.9% | -95.9% | +181.3% |
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