+69.6%
V vs CARR
+6.4%
+63.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.2% | +0.5% |
| 7D | -3.0% | -4.1% | +1.1% | -2.1% |
| 30D | +1.2% | -11.0% | +12.2% | +3.9% |
| 3M | +13.9% | -16.4% | +30.3% | +18.1% |
| 6M | +17.2% | -2.4% | +19.6% | +15.5% |
| YTD | +5.3% | +8.4% | -3.1% | +0.3% |
| 1Y | +9.5% | -8.0% | +17.5% | +9.2% |
| 3Y | +51.9% | +0.6% | +51.3% | +42.2% |
| 5Y | +69.6% | +7.7% | +61.8% | +46.0% |
| All | +69.6% | +6.4% | +63.2% | +46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling