+155.0%
V vs CARR
+421.5%
-266.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.6% | +0.6% |
| 7D | -1.2% | -3.8% | +2.5% | -0.5% |
| 30D | +3.1% | -8.9% | +12.0% | +4.9% |
| 3M | +16.3% | -17.3% | +33.6% | +20.1% |
| 6M | +20.4% | -1.4% | +21.8% | +19.1% |
| YTD | +6.3% | +10.0% | -3.7% | +2.5% |
| 1Y | +8.7% | -6.4% | +15.1% | +8.3% |
| 3Y | +53.3% | +1.5% | +51.8% | +47.4% |
| 5Y | +71.1% | +9.3% | +61.8% | +56.4% |
| All | +155.0% | +421.5% | -266.5% | +102.4% |
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 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