+7.7%
CARR vs ECL
+26.5%
-18.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.0% | -2.1% |
| 7D | -4.1% | -2.6% | -1.5% | -2.6% |
| 30D | -11.0% | -4.6% | -6.4% | -8.6% |
| 3M | -16.4% | +6.0% | -22.3% | -19.7% |
| 6M | -2.4% | -3.0% | +0.6% | -1.2% |
| YTD | +8.4% | +4.0% | +4.4% | +5.4% |
| 1Y | -8.0% | +2.0% | -10.0% | -10.0% |
| 3Y | +0.6% | +53.9% | -53.3% | -23.7% |
| 5Y | +7.7% | +27.1% | -19.4% | -14.8% |
| All | +7.7% | +26.5% | -18.8% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling