+3,383.0%
FIX vs CARR
+394.0%
+2,989.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.2% |
| 7D | +9.4% | +3.5% | +6.0% | +7.6% |
| 30D | -27.8% | +0.4% | -28.1% | -27.8% |
| 3M | -35.6% | -14.1% | -21.5% | -30.1% |
| 6M | -45.2% | -16.7% | -28.5% | -39.4% |
| YTD | +19.5% | +4.2% | +15.3% | +17.0% |
| 1Y | +24.2% | -0.2% | +24.4% | +24.4% |
| 3Y | +494.2% | +10.9% | +483.3% | +479.1% |
| 5Y | +1,036.1% | +3.9% | +1,032.3% | +998.6% |
| All | +3,383.0% | +394.0% | +2,989.0% | +2,246.3% |
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 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