+7.7%
CARR vs ESI
+66.0%
-58.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.2% | -0.1% |
| 7D | -4.1% | -2.3% | -1.8% | -3.1% |
| 30D | -11.0% | -9.0% | -1.9% | -7.0% |
| 3M | -16.4% | -13.3% | -3.1% | -11.6% |
| 6M | -2.4% | +5.3% | -7.7% | -7.7% |
| YTD | +8.4% | +37.6% | -29.2% | -12.1% |
| 1Y | -8.0% | +33.6% | -41.6% | -24.7% |
| 3Y | +0.6% | +75.8% | -75.2% | -31.4% |
| 5Y | +7.7% | +68.6% | -60.8% | -28.2% |
| All | +7.7% | +66.0% | -58.2% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling