+968.0%
GE vs CARR
+436.5%
+531.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | +1.2% | +3.2% | -2.1% | -0.1% |
| 30D | -9.5% | -7.7% | -1.8% | -6.7% |
| 3M | +4.1% | -11.9% | +16.0% | +8.9% |
| 6M | +3.9% | +2.0% | +1.9% | +2.1% |
| YTD | +9.0% | +13.2% | -4.1% | +2.6% |
| 1Y | +21.9% | -8.5% | +30.5% | +24.2% |
| 3Y | +281.8% | +5.0% | +276.8% | +258.7% |
| 5Y | +436.7% | +12.0% | +424.7% | +375.8% |
| All | +968.0% | +436.5% | +531.5% | +468.1% |
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