+2.4%
CARR vs CLF
-16.3%
+18.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -1.7% |
| 7D | +0.6% | -2.7% | +3.3% | +1.1% |
| 30D | -8.7% | -3.2% | -5.5% | -8.3% |
| 3M | -18.4% | -5.0% | -13.4% | -18.2% |
| 6M | -0.6% | +26.6% | -27.2% | -5.5% |
| YTD | +10.9% | -9.0% | +19.9% | +10.2% |
| 1Y | -7.3% | +11.8% | -19.1% | -12.8% |
| All | +2.4% | -16.3% | +18.7% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling