+441.9%
CARR vs ES
+3.6%
+438.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | +1.6% | +0.3% | +1.3% | +1.5% |
| 30D | -8.7% | -2.0% | -6.8% | -8.4% |
| 3M | -12.6% | +1.7% | -14.2% | -13.0% |
| 6M | -1.5% | -3.5% | +2.0% | -1.0% |
| YTD | +14.3% | +7.9% | +6.4% | +12.0% |
| 1Y | -4.6% | +17.2% | -21.7% | -8.6% |
| 3Y | +7.3% | +29.3% | -22.0% | -0.8% |
| 5Y | +11.6% | -5.7% | +17.4% | +9.5% |
| All | +441.9% | +3.6% | +438.3% | +434.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling