+506.7%
FIX vs CARR
+8.3%
+498.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.8% | +7.6% | +8.0% |
| 7D | -7.2% | -3.3% | -3.9% | -4.6% |
| 30D | -35.1% | -3.6% | -31.5% | -33.2% |
| 3M | -34.3% | -16.3% | -17.9% | -24.8% |
| 6M | -42.9% | -19.6% | -23.4% | -32.7% |
| YTD | +19.5% | +2.5% | +16.9% | +14.9% |
| 1Y | +16.8% | -5.8% | +22.6% | +20.1% |
| 3Y | +506.7% | +10.2% | +496.5% | +450.4% |
| All | +506.7% | +8.3% | +498.4% | +450.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling