+441.9%
CARR vs CLF
+299.4%
+142.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.7% |
| 7D | +1.6% | +7.6% | -6.0% | 0.0% |
| 30D | -8.7% | -1.2% | -7.6% | -8.7% |
| 3M | -12.6% | -13.4% | +0.8% | -10.8% |
| 6M | -1.5% | +15.4% | -17.0% | -6.1% |
| YTD | +14.3% | -5.9% | +20.2% | +12.5% |
| 1Y | -4.6% | +18.8% | -23.4% | -12.6% |
| 3Y | +7.3% | -19.4% | +26.8% | +1.1% |
| 5Y | +11.6% | -47.7% | +59.4% | +10.1% |
| All | +441.9% | +299.4% | +142.5% | +161.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling