+436.5%
CARR vs EL
-26.3%
+462.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.4% |
| 7D | +3.2% | +1.7% | +1.6% | +2.7% |
| 30D | -7.7% | +15.5% | -23.1% | -12.1% |
| 3M | -11.9% | +20.6% | -32.5% | -17.4% |
| 6M | +2.0% | +10.5% | -8.4% | -2.7% |
| YTD | +13.2% | -1.9% | +15.0% | +10.8% |
| 1Y | -8.5% | +16.1% | -24.6% | -15.9% |
| 3Y | +5.0% | -30.2% | +35.2% | +8.9% |
| 5Y | +12.0% | -67.4% | +79.4% | +68.2% |
| All | +436.5% | -26.3% | +462.8% | +324.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling