+436.5%
CARR vs ESI
+462.8%
-26.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.3% |
| 7D | +3.2% | +5.4% | -2.1% | +0.6% |
| 30D | -7.7% | -4.2% | -3.5% | -5.9% |
| 3M | -11.9% | -9.6% | -2.3% | -8.5% |
| 6M | +2.0% | +18.3% | -16.3% | -9.1% |
| YTD | +13.2% | +45.8% | -32.7% | -10.8% |
| 1Y | -8.5% | +39.2% | -47.7% | -26.5% |
| 3Y | +5.0% | +86.3% | -81.3% | -30.0% |
| 5Y | +12.0% | +76.2% | -64.2% | -25.3% |
| All | +436.5% | +462.8% | -26.3% | +73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling