+1.5%
CARR vs EL
-34.0%
+35.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.8% | +1.3% |
| 7D | -3.8% | -6.5% | +2.7% | -2.7% |
| 30D | -8.9% | +11.1% | -20.1% | -10.7% |
| 3M | -17.3% | +10.7% | -28.0% | -19.0% |
| 6M | -1.4% | +6.9% | -8.3% | -3.5% |
| YTD | +10.0% | -6.3% | +16.3% | +9.4% |
| 1Y | -6.4% | +13.5% | -19.8% | -10.0% |
| 3Y | +1.5% | -33.1% | +34.6% | +1.9% |
| All | +1.5% | -34.0% | +35.5% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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