+425.9%
CARR vs ELF
+1,146.3%
-720.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | -1.3% |
| 7D | +0.6% | -6.8% | +7.4% | +1.8% |
| 30D | -8.7% | +5.1% | -13.7% | -9.5% |
| 3M | -18.4% | +79.8% | -98.1% | -26.3% |
| 6M | -0.6% | +29.7% | -30.3% | -5.9% |
| YTD | +10.9% | +31.6% | -20.7% | +4.1% |
| 1Y | -7.3% | -27.9% | +20.6% | -5.7% |
| 3Y | +2.9% | -26.4% | +29.3% | -3.9% |
| 5Y | +9.6% | +235.6% | -226.0% | -30.9% |
| All | +425.9% | +1,146.3% | -720.4% | +199.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling