+39.4%
GM vs CARR
-1.4%
+40.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.5% | +4.1% | +4.5% |
| 7D | +12.1% | -0.7% | +12.7% | +12.2% |
| 30D | +15.2% | +0.3% | +14.9% | +15.0% |
| 3M | +4.9% | -14.9% | +19.8% | +9.1% |
| 6M | +22.6% | -14.9% | +37.5% | +26.7% |
| YTD | +14.4% | +7.0% | +7.4% | +6.2% |
| 1Y | +39.4% | -1.8% | +41.2% | +35.6% |
| All | +39.4% | -1.4% | +40.8% | +35.6% |
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 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