+14.4%
FIX vs CARR
-1.4%
+15.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +0.5% | -15.6% | -15.4% |
| 7D | -18.9% | -0.7% | -18.2% | -18.5% |
| 30D | -36.3% | +0.3% | -36.6% | -36.5% |
| 3M | -38.5% | -14.9% | -23.6% | -31.5% |
| 6M | -42.3% | -14.9% | -27.4% | -35.2% |
| YTD | +17.1% | +7.0% | +10.1% | +13.3% |
| 1Y | +14.4% | -1.8% | +16.1% | +14.8% |
| All | +14.4% | -1.4% | +15.8% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling