+75.8%
GM vs CARR
+8.3%
+67.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.3% |
| 7D | -2.4% | -3.8% | +1.3% | -0.6% |
| 30D | -1.1% | -8.9% | +7.8% | +3.4% |
| 3M | +6.1% | -17.3% | +23.4% | +15.3% |
| 6M | +15.0% | -1.4% | +16.4% | +12.8% |
| YTD | +6.0% | +10.0% | -4.0% | -2.8% |
| 1Y | +47.1% | -6.4% | +53.4% | +46.8% |
| 3Y | +170.5% | +1.5% | +168.9% | +145.8% |
| All | +75.8% | +8.3% | +67.5% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling