+110.2%
T vs CARR
+1.4%
+108.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.5% | +2.0% |
| 7D | +1.5% | -3.8% | +5.2% | +1.5% |
| 30D | +7.5% | -8.9% | +16.4% | +7.6% |
| 3M | +14.8% | -17.3% | +32.1% | +15.1% |
| 6M | -1.7% | -1.4% | -0.4% | -2.2% |
| YTD | +8.7% | +10.0% | -1.3% | +7.8% |
| 1Y | -7.5% | -6.4% | -1.1% | -7.8% |
| 3Y | +110.2% | +1.5% | +108.7% | +107.5% |
| All | +110.2% | +1.4% | +108.9% | +107.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling