+292.2%
TER vs CARR
+2.2%
+290.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.0% | +5.1% | +4.7% |
| 7D | +12.4% | +0.6% | +11.7% | +11.6% |
| 30D | +5.1% | -8.7% | +13.8% | +13.0% |
| 3M | +4.0% | -18.4% | +22.3% | +23.2% |
| 6M | +29.5% | -0.6% | +30.1% | +31.6% |
| YTD | +98.5% | +10.9% | +87.5% | +84.7% |
| 1Y | +234.1% | -7.3% | +241.4% | +255.8% |
| All | +292.2% | +2.2% | +290.0% | +267.3% |
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 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