+32.6%
NET vs CARR
+15.3%
+17.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.9% |
| 7D | -16.4% | -0.7% | -15.7% | -16.0% |
| 30D | -25.8% | +0.3% | -26.1% | -26.0% |
| 3M | -11.5% | -14.9% | +3.4% | -2.0% |
| 6M | +18.9% | -14.9% | +33.8% | +28.8% |
| YTD | +35.2% | +7.0% | +28.2% | +16.5% |
| 1Y | +14.5% | -1.8% | +16.2% | +5.7% |
| 3Y | +313.8% | +14.8% | +299.0% | +177.2% |
| 5Y | +32.6% | +13.0% | +19.5% | -14.5% |
| All | +32.6% | +15.3% | +17.3% | -14.5% |
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