+421.5%
CARR vs EXC
+131.9%
+289.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +2.0% | +1.6% |
| 7D | -3.8% | -1.1% | -2.7% | -3.5% |
| 30D | -8.9% | -3.6% | -5.3% | -8.0% |
| 3M | -17.3% | -4.3% | -13.1% | -16.4% |
| 6M | -1.4% | -9.9% | +8.6% | +1.2% |
| YTD | +10.0% | +1.8% | +8.2% | +8.4% |
| 1Y | -6.4% | +2.9% | -9.2% | -8.2% |
| 3Y | +1.5% | +19.1% | -17.6% | -7.0% |
| 5Y | +9.3% | +44.8% | -35.5% | -7.9% |
| All | +421.5% | +131.9% | +289.6% | +289.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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