+425.9%
CARR vs CLX
-43.0%
+468.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.7% |
| 7D | +0.6% | -4.9% | +5.6% | +1.2% |
| 30D | -8.7% | -15.8% | +7.2% | -6.9% |
| 3M | -18.4% | -7.9% | -10.4% | -17.7% |
| 6M | -0.6% | -19.0% | +18.4% | +1.3% |
| YTD | +10.9% | -7.9% | +18.9% | +11.9% |
| 1Y | -7.3% | -25.4% | +18.1% | -5.0% |
| 3Y | +2.9% | -35.0% | +37.9% | +6.2% |
| 5Y | +9.6% | -36.8% | +46.4% | +10.6% |
| All | +425.9% | -43.0% | +468.9% | +471.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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