+122.9%
FIX vs CARR
-3.6%
+126.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.2% |
| 7D | +6.0% | +1.6% | +4.5% | +4.9% |
| 30D | -7.2% | -8.7% | +1.5% | -1.4% |
| 3M | -15.9% | -12.6% | -3.3% | -7.4% |
| 6M | +12.7% | -1.5% | +14.3% | +13.4% |
| YTD | +72.8% | +14.3% | +58.5% | +59.1% |
| 1Y | +122.9% | -4.6% | +127.5% | +121.4% |
| All | +122.9% | -3.6% | +126.5% | +121.4% |
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