+4.7%
CARR vs EXC
+41.3%
-36.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.6% |
| 7D | +3.5% | +1.4% | +2.1% | +3.2% |
| 30D | +0.4% | +8.6% | -8.2% | -1.4% |
| 3M | -14.1% | +2.4% | -16.5% | -14.6% |
| 6M | -16.7% | +6.5% | -23.1% | -18.0% |
| YTD | +4.2% | +9.0% | -4.8% | +1.3% |
| 1Y | -0.2% | +4.6% | -4.8% | -1.9% |
| 3Y | +10.9% | +33.5% | -22.6% | -1.3% |
| All | +4.7% | +41.3% | -36.6% | -12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling