+128.1%
FIX vs CARR
-8.6%
+136.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | -0.1% | -0.7% |
| 7D | +3.5% | +0.6% | +2.9% | +3.0% |
| 30D | -3.5% | -8.7% | +5.1% | +2.7% |
| 3M | -11.8% | -18.4% | +6.6% | +1.6% |
| 6M | +17.8% | -0.6% | +18.4% | +17.9% |
| YTD | +73.3% | +10.9% | +62.4% | +61.0% |
| 1Y | +128.1% | -7.3% | +135.4% | +140.6% |
| All | +128.1% | -8.6% | +136.7% | +140.6% |
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 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