+678.9%
TER vs CARR
+441.9%
+237.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.1% | +4.4% | +4.9% |
| 7D | +0.6% | +1.6% | -0.9% | -0.2% |
| 30D | -8.3% | -8.7% | +0.5% | -3.8% |
| 3M | -12.2% | -12.6% | +0.4% | -5.2% |
| 6M | +17.1% | -1.5% | +18.6% | +19.7% |
| YTD | +84.7% | +14.3% | +70.4% | +75.4% |
| 1Y | +199.9% | -4.6% | +204.5% | +210.2% |
| 3Y | +232.8% | +7.3% | +225.4% | +229.0% |
| 5Y | +198.6% | +11.6% | +186.9% | +176.0% |
| All | +678.9% | +441.9% | +237.0% | +567.0% |
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