+10.7%
CARR vs ED
+67.9%
-57.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | -3.8% | -0.8% | -3.0% | -3.6% |
| 30D | -8.9% | -0.4% | -8.5% | -8.9% |
| 3M | -17.3% | +0.5% | -17.8% | -17.5% |
| 6M | -1.4% | -3.1% | +1.7% | -1.0% |
| YTD | +10.0% | +9.8% | +0.2% | +7.3% |
| 1Y | -6.4% | +12.6% | -18.9% | -9.3% |
| 3Y | +1.5% | +31.4% | -29.9% | -8.7% |
| All | +10.7% | +67.9% | -57.3% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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