+514.8%
GOOGL vs CARR
+421.5%
+93.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.3% | +1.4% |
| 7D | 0.0% | -3.8% | +3.8% | +0.9% |
| 30D | -1.4% | -8.9% | +7.5% | +0.7% |
| 3M | -5.3% | -17.3% | +12.0% | -1.5% |
| 6M | +9.8% | -1.4% | +11.2% | +9.2% |
| YTD | +8.4% | +10.0% | -1.6% | +4.8% |
| 1Y | +41.2% | -6.4% | +47.5% | +41.4% |
| 3Y | +149.6% | +1.5% | +148.0% | +140.0% |
| 5Y | +142.6% | +9.3% | +133.3% | +119.3% |
| All | +514.8% | +421.5% | +93.3% | +409.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling