+7.7%
CARR vs CLF
-49.9%
+57.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.9% |
| 7D | -4.1% | -3.7% | -0.5% | -3.5% |
| 30D | -11.0% | -4.7% | -6.3% | -10.3% |
| 3M | -16.4% | -4.7% | -11.7% | -16.3% |
| 6M | -2.4% | +24.0% | -26.4% | -7.7% |
| YTD | +8.4% | -10.9% | +19.3% | +8.0% |
| 1Y | -8.0% | +4.0% | -12.0% | -12.8% |
| 3Y | +0.6% | -16.9% | +17.5% | -5.5% |
| 5Y | +7.7% | -49.3% | +57.1% | +6.2% |
| All | +7.7% | -49.9% | +57.6% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling