+1.5%
CARR vs EXE
+15.6%
-14.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.6% | +1.7% |
| 7D | -3.8% | -3.1% | -0.6% | -3.4% |
| 30D | -8.9% | -0.9% | -8.0% | -8.8% |
| 3M | -17.3% | +9.6% | -26.9% | -18.4% |
| 6M | -1.4% | -11.6% | +10.2% | +0.4% |
| YTD | +10.0% | -12.6% | +22.6% | +12.0% |
| 1Y | -6.4% | +1.2% | -7.5% | -7.8% |
| 3Y | +1.5% | +18.0% | -16.5% | -5.2% |
| All | +1.5% | +15.6% | -14.1% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 3y: compounded portfolio wealth divided by compounded EXE 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…
3y analysis · Full analysis span regression · 6 months rolling