+436.5%
CARR vs EIX
+66.0%
+370.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.5% | -5.5% | -2.4% |
| 7D | +3.2% | +0.9% | +2.3% | +2.8% |
| 30D | -7.7% | -13.5% | +5.9% | -5.1% |
| 3M | -11.9% | -15.3% | +3.3% | -9.2% |
| 6M | +2.0% | -15.3% | +17.4% | +5.1% |
| YTD | +13.2% | +2.7% | +10.4% | +8.5% |
| 1Y | -8.5% | +17.4% | -26.0% | -16.7% |
| 3Y | +5.0% | -1.3% | +6.3% | -0.7% |
| 5Y | +12.0% | +27.2% | -15.2% | -4.9% |
| All | +436.5% | +66.0% | +370.5% | +315.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling