+1.5%
CARR vs EIX
-7.1%
+8.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.8% | +1.7% |
| 7D | -3.8% | -1.4% | -2.4% | -3.5% |
| 30D | -8.9% | -19.3% | +10.4% | -5.8% |
| 3M | -17.3% | -21.7% | +4.4% | -14.1% |
| 6M | -1.4% | -19.8% | +18.4% | +1.7% |
| YTD | +10.0% | -3.0% | +13.0% | +7.2% |
| 1Y | -6.4% | +5.1% | -11.4% | -10.9% |
| 3Y | +1.5% | -7.0% | +8.5% | -6.1% |
| All | +1.5% | -7.1% | +8.7% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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