+152.9%
V vs CARR
+425.9%
-273.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.6% | 0.0% |
| 7D | -2.9% | +0.6% | -3.6% | -3.0% |
| 30D | +1.9% | -8.7% | +10.5% | +3.6% |
| 3M | +13.2% | -18.4% | +31.6% | +17.2% |
| 6M | +16.7% | -0.6% | +17.3% | +15.3% |
| YTD | +5.4% | +10.9% | -5.5% | +1.5% |
| 1Y | +7.7% | -7.3% | +14.9% | +7.5% |
| 3Y | +52.0% | +2.9% | +49.1% | +45.7% |
| 5Y | +67.7% | +9.6% | +58.1% | +53.2% |
| All | +152.9% | +425.9% | -273.0% | +100.4% |
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 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