-8.0%
CARR vs CL
+7.6%
-15.6%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.1% | -2.2% |
| 7D | -4.1% | -2.4% | -1.7% | -3.9% |
| 30D | -11.0% | -4.8% | -6.2% | -10.5% |
| 3M | -16.4% | -1.7% | -14.7% | -16.5% |
| 6M | -2.4% | -3.8% | +1.5% | -3.1% |
| YTD | +8.4% | +13.3% | -4.8% | +7.1% |
| 1Y | -8.0% | +8.3% | -16.3% | -10.0% |
| All | -8.0% | +7.6% | -15.6% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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