+10.7%
CARR vs ET
+241.8%
-231.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.3% | +1.7% |
| 7D | -3.8% | +0.2% | -4.0% | -3.9% |
| 30D | -8.9% | +2.9% | -11.8% | -9.8% |
| 3M | -17.3% | +16.8% | -34.1% | -21.8% |
| 6M | -1.4% | +18.9% | -20.3% | -7.7% |
| YTD | +10.0% | +37.7% | -27.7% | -2.6% |
| 1Y | -6.4% | +32.4% | -38.8% | -16.0% |
| 3Y | +1.5% | +99.5% | -97.9% | -21.6% |
| All | +10.7% | +241.8% | -231.1% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling