+425.9%
CARR vs ELV
+110.1%
+315.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.7% |
| 7D | +0.6% | -2.2% | +2.8% | +1.1% |
| 30D | -8.7% | -0.2% | -8.5% | -8.7% |
| 3M | -18.4% | -6.1% | -12.3% | -17.6% |
| 6M | -0.6% | +42.8% | -43.4% | -8.0% |
| YTD | +10.9% | +14.4% | -3.5% | +6.7% |
| 1Y | -7.3% | +28.6% | -35.9% | -13.1% |
| 3Y | +2.9% | -7.4% | +10.3% | +1.6% |
| 5Y | +9.6% | +14.5% | -4.8% | +0.6% |
| All | +425.9% | +110.1% | +315.8% | +313.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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