-4.6%
CARR vs EXEL
+59.2%
-63.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +1.6% | +8.4% | -6.8% | +0.3% |
| 30D | -8.7% | +4.1% | -12.8% | -9.3% |
| 3M | -12.6% | +12.4% | -25.0% | -14.4% |
| 6M | -1.5% | +41.5% | -43.1% | -6.7% |
| YTD | +14.3% | +34.6% | -20.3% | +8.3% |
| 1Y | -4.6% | +57.9% | -62.4% | -12.4% |
| All | -4.6% | +59.2% | -63.8% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling