+9.6%
CARR vs CL
+27.0%
-17.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -1.9% |
| 7D | +0.6% | -2.3% | +2.9% | +1.2% |
| 30D | -8.7% | -5.5% | -3.2% | -7.4% |
| 3M | -18.4% | +0.8% | -19.2% | -18.9% |
| 6M | -0.6% | -4.2% | +3.6% | -0.1% |
| YTD | +10.9% | +13.4% | -2.5% | +6.5% |
| 1Y | -7.3% | +7.1% | -14.4% | -9.6% |
| 3Y | +2.9% | +29.0% | -26.1% | -10.2% |
| 5Y | +9.6% | +28.3% | -18.6% | -5.0% |
| All | +9.6% | +27.0% | -17.4% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling