+248.6%
SPY vs CARR
+421.5%
-172.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.6% | +0.5% |
| 7D | -0.8% | -3.8% | +3.0% | +0.2% |
| 30D | -1.1% | -8.9% | +7.8% | +1.2% |
| 3M | +3.9% | -17.3% | +21.2% | +8.4% |
| 6M | +13.6% | -1.4% | +15.0% | +12.8% |
| YTD | +12.7% | +10.0% | +2.7% | +8.5% |
| 1Y | +17.5% | -6.4% | +23.9% | +17.6% |
| 3Y | +76.9% | +1.5% | +75.4% | +70.6% |
| 5Y | +83.6% | +9.3% | +74.3% | +67.6% |
| All | +248.6% | +421.5% | -172.9% | +175.7% |
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 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