+8.9%
GE vs CARR
-1.4%
+10.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.5% |
| 7D | +9.4% | -0.7% | +10.1% | +9.7% |
| 30D | +7.5% | +0.3% | +7.2% | +7.4% |
| 3M | -12.5% | -14.9% | +2.4% | -7.1% |
| 6M | +17.8% | -14.9% | +32.6% | +23.9% |
| YTD | +7.4% | +7.0% | +0.4% | +5.0% |
| 1Y | +8.9% | -1.8% | +10.6% | +7.1% |
| All | +8.9% | -1.4% | +10.3% | +7.1% |
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 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