+72.3%
T vs CARR
+421.5%
-349.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.5% | +1.9% |
| 7D | +1.5% | -3.8% | +5.2% | +1.8% |
| 30D | +7.5% | -8.9% | +16.4% | +8.3% |
| 3M | +14.8% | -17.3% | +32.1% | +16.6% |
| 6M | -1.7% | -1.4% | -0.4% | -2.3% |
| YTD | +8.7% | +10.0% | -1.3% | +6.8% |
| 1Y | -7.5% | -6.4% | -1.1% | -7.6% |
| 3Y | +110.2% | +1.5% | +108.7% | +105.0% |
| 5Y | +71.6% | +9.3% | +62.3% | +62.4% |
| All | +72.3% | +421.5% | -349.2% | +46.3% |
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