+7.7%
CARR vs ES
-6.2%
+13.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.6% |
| 7D | -4.1% | -3.5% | -0.7% | -3.1% |
| 30D | -11.0% | -3.0% | -8.0% | -10.2% |
| 3M | -16.4% | -0.3% | -16.1% | -16.4% |
| 6M | -2.4% | -5.2% | +2.8% | -1.1% |
| YTD | +8.4% | +4.8% | +3.6% | +6.3% |
| 1Y | -8.0% | +12.7% | -20.7% | -12.6% |
| 3Y | +0.6% | +27.5% | -26.9% | -10.6% |
| 5Y | +7.7% | -4.7% | +12.4% | +8.4% |
| All | +7.7% | -6.2% | +13.9% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling