+112.5%
NET vs CARR
+13.8%
+98.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.0% | -2.6% |
| 7D | -7.0% | +1.6% | -8.5% | -7.9% |
| 30D | -4.8% | -8.7% | +3.9% | +1.0% |
| 3M | +3.8% | -12.6% | +16.4% | +11.5% |
| 6M | +50.0% | -1.5% | +51.6% | +43.2% |
| YTD | +41.5% | +14.3% | +27.2% | +17.6% |
| 1Y | +32.8% | -4.6% | +37.4% | +27.3% |
| 3Y | +335.9% | +7.3% | +328.5% | +230.9% |
| All | +112.5% | +13.8% | +98.7% | +34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling