+145.8%
GOOG vs CARR
+1.4%
+144.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.2% |
| 7D | 0.0% | -3.8% | +3.8% | +0.9% |
| 30D | -2.0% | -8.9% | +7.0% | +0.1% |
| 3M | -5.9% | -17.3% | +11.5% | -2.1% |
| 6M | +8.9% | -1.4% | +10.3% | +8.1% |
| YTD | +7.1% | +10.0% | -2.9% | +3.3% |
| 1Y | +39.7% | -6.4% | +46.0% | +39.5% |
| 3Y | +145.8% | +1.5% | +144.3% | +133.9% |
| All | +145.8% | +1.4% | +144.5% | +133.9% |
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