+441.9%
CARR vs ECL
+91.9%
+350.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | +1.6% | -2.6% | +4.2% | +2.8% |
| 30D | -8.7% | -2.2% | -6.6% | -7.9% |
| 3M | -12.6% | +10.1% | -22.7% | -16.7% |
| 6M | -1.5% | -5.7% | +4.2% | +0.8% |
| YTD | +14.3% | +7.0% | +7.3% | +10.4% |
| 1Y | -4.6% | +2.7% | -7.2% | -6.4% |
| 3Y | +7.3% | +57.7% | -50.4% | -13.5% |
| 5Y | +11.6% | +31.1% | -19.5% | -6.7% |
| All | +441.9% | +91.9% | +350.0% | +334.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling