+3,382.3%
FIX vs CARR
+386.1%
+2,996.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.8% | +7.6% | +8.4% |
| 7D | -7.2% | -3.3% | -3.9% | -5.4% |
| 30D | -35.1% | -3.6% | -31.5% | -33.7% |
| 3M | -34.3% | -16.3% | -17.9% | -27.7% |
| 6M | -42.9% | -19.6% | -23.4% | -35.8% |
| YTD | +19.5% | +2.5% | +16.9% | +17.9% |
| 1Y | +16.8% | -5.8% | +22.6% | +20.4% |
| 3Y | +506.7% | +10.2% | +496.5% | +493.7% |
| 5Y | +1,046.7% | +4.7% | +1,042.0% | +1,009.8% |
| All | +3,382.3% | +386.1% | +2,996.2% | +2,265.1% |
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