+68.3%
T vs CARR
+6.4%
+61.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +1.8% |
| 7D | -2.4% | -4.1% | +1.7% | -2.1% |
| 30D | +4.3% | -11.0% | +15.3% | +5.3% |
| 3M | +11.6% | -16.4% | +27.9% | +13.0% |
| 6M | -5.6% | -2.4% | -3.2% | -6.2% |
| YTD | +6.6% | +8.4% | -1.9% | +4.6% |
| 1Y | -8.4% | -8.0% | -0.4% | -8.5% |
| 3Y | +107.8% | +0.6% | +107.3% | +101.3% |
| 5Y | +68.3% | +7.7% | +60.5% | +55.6% |
| All | +68.3% | +6.4% | +61.9% | +55.6% |
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