+421.5%
CARR vs ECL
+89.8%
+331.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.2% | +0.7% |
| 7D | -3.8% | -1.1% | -2.7% | -3.3% |
| 30D | -8.9% | -0.8% | -8.1% | -8.6% |
| 3M | -17.3% | +5.0% | -22.4% | -19.5% |
| 6M | -1.4% | +0.2% | -1.6% | -1.9% |
| YTD | +10.0% | +5.8% | +4.2% | +6.8% |
| 1Y | -6.4% | +1.5% | -7.9% | -7.6% |
| 3Y | +1.5% | +55.0% | -53.4% | -17.5% |
| 5Y | +9.3% | +29.3% | -20.0% | -8.1% |
| All | +421.5% | +89.8% | +331.7% | +320.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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