+29.3%
V vs CARR
-1.4%
+30.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.5% | +3.3% | +3.8% |
| 7D | +9.0% | -0.7% | +9.6% | +9.0% |
| 30D | +18.1% | +0.3% | +17.8% | +18.0% |
| 3M | +18.3% | -14.9% | +33.2% | +18.4% |
| 6M | +34.1% | -14.9% | +49.0% | +33.8% |
| YTD | +25.2% | +7.0% | +18.2% | +19.3% |
| 1Y | +29.3% | -1.8% | +31.1% | +26.4% |
| All | +29.3% | -1.4% | +30.7% | +26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling