+421.5%
CARR vs ESI
+433.7%
-12.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +1.0% | +1.2% |
| 7D | -3.8% | -4.6% | +0.9% | -1.5% |
| 30D | -8.9% | -10.5% | +1.6% | -4.0% |
| 3M | -17.3% | -19.8% | +2.5% | -8.8% |
| 6M | -1.4% | +5.8% | -7.2% | -6.9% |
| YTD | +10.0% | +38.3% | -28.3% | -11.0% |
| 1Y | -6.4% | +31.5% | -37.9% | -22.6% |
| 3Y | +1.5% | +80.7% | -79.1% | -31.3% |
| 5Y | +9.3% | +69.4% | -60.1% | -25.7% |
| All | +421.5% | +433.7% | -12.2% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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