-37.5%
U vs CARR
+110.3%
-147.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +3.3% |
| 7D | +4.5% | +3.2% | +1.2% | +2.3% |
| 30D | -0.6% | -7.7% | +7.1% | +4.7% |
| 3M | +48.4% | -11.9% | +60.4% | +58.3% |
| 6M | +115.4% | +2.0% | +113.3% | +100.3% |
| YTD | -3.2% | +13.2% | -16.4% | -19.0% |
| 1Y | -6.0% | -8.5% | +2.5% | -7.3% |
| 3Y | +13.5% | +5.0% | +8.5% | -4.9% |
| 5Y | -68.0% | +12.0% | -80.0% | -78.9% |
| All | -37.5% | +110.3% | -147.8% | -65.5% |
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