-35.7%
U vs CARR
+104.4%
-140.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.4% | +3.0% | +3.5% |
| 7D | +5.5% | -3.8% | +9.3% | +8.2% |
| 30D | -1.3% | -8.9% | +7.6% | +5.0% |
| 3M | +64.6% | -17.3% | +81.9% | +83.6% |
| 6M | +119.4% | -1.4% | +120.8% | +108.7% |
| YTD | -0.5% | +10.0% | -10.5% | -15.1% |
| 1Y | +1.3% | -6.4% | +7.6% | -2.4% |
| 3Y | +15.6% | +1.5% | +14.1% | -0.8% |
| 5Y | -67.5% | +9.3% | -76.8% | -78.1% |
| All | -35.7% | +104.4% | -140.1% | -63.8% |
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