+4,937.3%
FIX vs CARR
+441.9%
+4,495.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.3% |
| 7D | +6.0% | +1.6% | +4.5% | +5.1% |
| 30D | -7.2% | -8.7% | +1.5% | -2.6% |
| 3M | -15.9% | -12.6% | -3.3% | -9.3% |
| 6M | +12.7% | -1.5% | +14.3% | +13.7% |
| YTD | +72.8% | +14.3% | +58.5% | +60.9% |
| 1Y | +122.9% | -4.6% | +127.5% | +127.3% |
| 3Y | +774.3% | +7.3% | +767.0% | +752.4% |
| 5Y | +2,049.5% | +11.6% | +2,037.8% | +1,886.8% |
| All | +4,937.3% | +441.9% | +4,495.3% | +3,127.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling