+2.4%
CARR vs ECL
+54.1%
-51.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.2% | -0.9% |
| 7D | +0.6% | -2.7% | +3.4% | +2.1% |
| 30D | -8.7% | -4.3% | -4.4% | -6.6% |
| 3M | -18.4% | +3.2% | -21.6% | -20.2% |
| 6M | -0.6% | -2.9% | +2.3% | +0.3% |
| YTD | +10.9% | +4.3% | +6.7% | +8.1% |
| 1Y | -7.3% | +1.6% | -8.9% | -8.9% |
| All | +2.4% | +54.1% | -51.6% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling