+249.4%
SPY vs CARR
+436.5%
-187.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | +0.5% | +3.2% | -2.7% | -0.2% |
| 30D | -0.9% | -7.7% | +6.7% | +1.0% |
| 3M | +3.9% | -11.9% | +15.8% | +6.7% |
| 6M | +14.5% | +2.0% | +12.5% | +12.7% |
| YTD | +12.9% | +13.2% | -0.2% | +8.0% |
| 1Y | +19.4% | -8.5% | +27.9% | +20.2% |
| 3Y | +78.5% | +5.0% | +73.5% | +70.7% |
| 5Y | +81.8% | +12.0% | +69.8% | +64.9% |
| All | +249.4% | +436.5% | -187.1% | +174.5% |
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 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