+421.5%
CARR vs ES
-0.1%
+421.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.6% |
| 7D | -3.8% | -3.6% | -0.2% | -3.0% |
| 30D | -8.9% | -4.2% | -4.7% | -8.0% |
| 3M | -17.3% | +0.1% | -17.4% | -17.4% |
| 6M | -1.4% | -6.2% | +4.8% | -0.2% |
| YTD | +10.0% | +4.1% | +5.9% | +8.7% |
| 1Y | -6.4% | +10.2% | -16.5% | -9.0% |
| 3Y | +1.5% | +26.1% | -24.5% | -5.6% |
| 5Y | +9.3% | -5.3% | +14.6% | +7.7% |
| All | +421.5% | -0.1% | +421.6% | +418.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling