+441.9%
CARR vs EXC
+134.5%
+307.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.1% | +1.4% |
| 7D | +1.6% | +0.3% | +1.3% | +1.5% |
| 30D | -8.7% | -3.7% | -5.0% | -7.8% |
| 3M | -12.6% | -1.3% | -11.3% | -12.4% |
| 6M | -1.5% | -9.7% | +8.2% | +0.9% |
| YTD | +14.3% | +2.9% | +11.4% | +12.3% |
| 1Y | -4.6% | +4.4% | -9.0% | -6.9% |
| 3Y | +7.3% | +22.2% | -14.9% | -2.6% |
| 5Y | +11.6% | +46.7% | -35.1% | -6.3% |
| All | +441.9% | +134.5% | +307.5% | +303.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling