-1.8%
CARR vs ET
+24.7%
-26.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | -0.4% |
| 7D | -0.7% | -6.0% | +5.4% | -2.2% |
| 30D | +0.3% | -6.1% | +6.4% | -1.2% |
| 3M | -14.9% | -2.7% | -12.2% | -15.4% |
| 6M | -14.9% | +0.2% | -15.1% | -14.6% |
| YTD | +7.0% | +24.3% | -17.3% | +8.8% |
| 1Y | -1.8% | +26.4% | -28.1% | +0.4% |
| All | -1.8% | +24.7% | -26.5% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling