+441.9%
CARR vs CL
+52.2%
+389.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.5% | +1.4% |
| 7D | +1.6% | -2.2% | +3.7% | +2.1% |
| 30D | -8.7% | -4.8% | -3.9% | -7.7% |
| 3M | -12.6% | +4.9% | -17.5% | -13.9% |
| 6M | -1.5% | -5.7% | +4.2% | -0.6% |
| YTD | +14.3% | +14.4% | -0.1% | +9.9% |
| 1Y | -4.6% | +8.7% | -13.3% | -7.1% |
| 3Y | +7.3% | +30.0% | -22.6% | -3.3% |
| 5Y | +11.6% | +28.4% | -16.7% | +0.8% |
| All | +441.9% | +52.2% | +389.7% | +396.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling