+3,533.7%
FIX vs CARR
+397.5%
+3,136.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.0% | +2.1% | +3.5% |
| 7D | +6.4% | -1.9% | +8.4% | +7.9% |
| 30D | -29.1% | -1.1% | -28.0% | -28.5% |
| 3M | -31.1% | -13.8% | -17.3% | -25.4% |
| 6M | -42.8% | -16.5% | -26.3% | -36.8% |
| YTD | +24.6% | +4.9% | +19.7% | +21.6% |
| 1Y | +21.9% | -2.7% | +24.6% | +23.7% |
| 3Y | +524.9% | +10.4% | +514.5% | +509.5% |
| 5Y | +1,092.2% | +7.7% | +1,084.5% | +1,038.2% |
| All | +3,533.7% | +397.5% | +3,136.2% | +2,338.5% |
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