+414.1%
CARR vs EOG
+560.0%
-145.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.3% |
| 7D | -4.1% | +1.0% | -5.2% | -4.3% |
| 30D | -11.0% | +2.8% | -13.8% | -11.5% |
| 3M | -16.4% | +5.9% | -22.3% | -17.6% |
| 6M | -2.4% | +17.1% | -19.4% | -6.4% |
| YTD | +8.4% | +43.9% | -35.5% | -0.6% |
| 1Y | -8.0% | +26.9% | -34.9% | -13.5% |
| 3Y | +0.6% | +23.6% | -23.0% | -5.8% |
| 5Y | +7.7% | +178.1% | -170.4% | -17.5% |
| All | +414.1% | +560.0% | -145.9% | +218.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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