+7.7%
CARR vs EIX
+22.7%
-14.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.9% |
| 7D | -4.1% | +0.8% | -4.9% | -4.4% |
| 30D | -11.0% | -18.8% | +7.8% | -6.9% |
| 3M | -16.4% | -19.7% | +3.3% | -12.6% |
| 6M | -2.4% | -18.2% | +15.9% | +1.3% |
| YTD | +8.4% | -1.7% | +10.2% | +5.0% |
| 1Y | -8.0% | +7.8% | -15.7% | -14.1% |
| 3Y | +0.6% | -5.6% | +6.2% | -4.5% |
| 5Y | +7.7% | +23.7% | -15.9% | -10.6% |
| All | +7.7% | +22.7% | -14.9% | -10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling