+45.1%
TEAM vs CARR
+436.5%
-391.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.0% | -5.9% | -6.7% |
| 7D | -5.7% | +3.2% | -8.9% | -6.4% |
| 30D | +18.3% | -7.7% | +26.0% | +20.8% |
| 3M | +80.2% | -11.9% | +92.1% | +84.5% |
| 6M | +111.0% | +2.0% | +108.9% | +103.2% |
| YTD | +8.8% | +13.2% | -4.3% | +0.1% |
| 1Y | +2.2% | -8.5% | +10.7% | +0.9% |
| 3Y | -14.6% | +5.0% | -19.6% | -20.8% |
| 5Y | -53.8% | +12.0% | -65.8% | -60.8% |
| All | +45.1% | +436.5% | -391.3% | +14.0% |
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