-52.3%
TEAM vs CARR
+8.3%
-60.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.4% | -0.5% |
| 7D | -5.2% | -3.8% | -1.4% | -3.7% |
| 30D | +15.8% | -8.9% | +24.7% | +20.2% |
| 3M | +101.5% | -17.3% | +118.8% | +114.8% |
| 6M | +138.2% | -1.4% | +139.6% | +125.7% |
| YTD | +10.8% | +10.0% | +0.8% | -3.7% |
| 1Y | +1.7% | -6.4% | +8.0% | -2.8% |
| 3Y | -16.0% | +1.5% | -17.6% | -29.3% |
| All | -52.3% | +8.3% | -60.6% | -66.3% |
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 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