+421.5%
CARR vs CLF
+285.3%
+136.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.0% |
| 7D | -3.8% | -3.5% | -0.2% | -3.1% |
| 30D | -8.9% | -1.6% | -7.4% | -8.8% |
| 3M | -17.3% | -12.0% | -5.3% | -15.8% |
| 6M | -1.4% | +30.0% | -31.4% | -8.2% |
| YTD | +10.0% | -9.2% | +19.2% | +9.1% |
| 1Y | -6.4% | +2.3% | -8.6% | -11.3% |
| 3Y | +1.5% | -14.4% | +16.0% | -5.8% |
| 5Y | +9.3% | -48.3% | +57.6% | +8.0% |
| All | +421.5% | +285.3% | +136.2% | +153.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 10y: compounded portfolio wealth divided by compounded CLF 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…
10y analysis · Full analysis span regression · 6 months rolling