+261.3%
GE vs CARR
-0.1%
+261.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.5% |
| 7D | -2.8% | -4.1% | +1.3% | -1.2% |
| 30D | -11.9% | -11.0% | -1.0% | -8.0% |
| 3M | +1.8% | -16.4% | +18.2% | +8.5% |
| 6M | -0.6% | -2.4% | +1.8% | -0.8% |
| YTD | +5.5% | +8.4% | -2.9% | +1.0% |
| 1Y | +15.0% | -8.0% | +22.9% | +16.9% |
| All | +261.3% | -0.1% | +261.4% | +246.5% |
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