+3.6%
GOOG vs CARR
-1.4%
+5.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +3.1% |
| 7D | -10.7% | -0.7% | -10.1% | -10.6% |
| 30D | -16.4% | +0.3% | -16.7% | -16.5% |
| 3M | -23.4% | -14.9% | -8.5% | -20.7% |
| 6M | -24.2% | -14.9% | -9.4% | -22.2% |
| YTD | -8.3% | +7.0% | -15.3% | -12.6% |
| 1Y | +3.6% | -1.8% | +5.3% | +0.4% |
| All | +3.6% | -1.4% | +5.0% | +0.4% |
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