+498.1%
GOOG vs CARR
+414.1%
+84.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.1% |
| 7D | -2.5% | -4.1% | +1.6% | -1.6% |
| 30D | -3.6% | -11.0% | +7.4% | -1.0% |
| 3M | -6.4% | -16.4% | +9.9% | -2.9% |
| 6M | +7.8% | -2.4% | +10.1% | +7.5% |
| YTD | +5.5% | +8.4% | -2.9% | +2.4% |
| 1Y | +38.3% | -8.0% | +46.3% | +39.1% |
| 3Y | +143.1% | +0.6% | +142.5% | +134.3% |
| 5Y | +135.0% | +7.7% | +127.3% | +113.3% |
| All | +498.1% | +414.1% | +84.0% | +398.9% |
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 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