+4,952.3%
FIX vs CARR
+425.9%
+4,526.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | -0.1% | -1.0% |
| 7D | +3.5% | +0.6% | +2.9% | +3.2% |
| 30D | -3.5% | -8.7% | +5.1% | +1.2% |
| 3M | -11.8% | -18.4% | +6.6% | -1.4% |
| 6M | +17.8% | -0.6% | +18.4% | +18.2% |
| YTD | +73.3% | +10.9% | +62.4% | +64.0% |
| 1Y | +128.1% | -7.3% | +135.4% | +136.4% |
| 3Y | +772.7% | +2.9% | +769.8% | +769.0% |
| 5Y | +2,166.4% | +9.6% | +2,156.8% | +2,020.5% |
| All | +4,952.3% | +425.9% | +4,526.3% | +3,188.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling