+728.4%
TER vs CARR
+421.5%
+306.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.1% | +1.8% |
| 7D | +6.4% | -3.8% | +10.1% | +8.5% |
| 30D | -5.7% | -8.9% | +3.2% | -1.0% |
| 3M | -0.4% | -17.3% | +16.9% | +10.5% |
| 6M | +25.8% | -1.4% | +27.2% | +28.5% |
| YTD | +96.4% | +10.0% | +86.4% | +90.3% |
| 1Y | +229.2% | -6.4% | +235.6% | +244.2% |
| 3Y | +288.1% | +1.5% | +286.6% | +294.0% |
| 5Y | +219.9% | +9.3% | +210.6% | +200.8% |
| All | +728.4% | +421.5% | +306.9% | +623.4% |
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