+500.5%
GOOGL vs CARR
+425.9%
+74.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.8% |
| 7D | -1.9% | +0.6% | -2.5% | -2.0% |
| 30D | -7.5% | -8.7% | +1.2% | -5.5% |
| 3M | -9.2% | -18.4% | +9.2% | -5.2% |
| 6M | +8.1% | -0.6% | +8.7% | +7.3% |
| YTD | +5.8% | +10.9% | -5.1% | +2.2% |
| 1Y | +38.3% | -7.3% | +45.6% | +38.9% |
| 3Y | +144.8% | +2.9% | +141.9% | +134.6% |
| 5Y | +132.5% | +9.6% | +122.9% | +110.0% |
| All | +500.5% | +425.9% | +74.6% | +396.4% |
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 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