+10.7%
CARR vs ELF
+217.5%
-206.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.3% |
| 7D | -3.8% | -11.6% | +7.9% | -1.9% |
| 30D | -8.9% | +4.6% | -13.5% | -9.7% |
| 3M | -17.3% | +59.7% | -77.0% | -23.8% |
| 6M | -1.4% | +21.2% | -22.6% | -5.5% |
| YTD | +10.0% | +27.4% | -17.5% | +3.8% |
| 1Y | -6.4% | -29.8% | +23.5% | -4.2% |
| 3Y | +1.5% | -28.5% | +30.0% | -5.8% |
| All | +10.7% | +217.5% | -206.9% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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