-6.4%
CARR vs EXEL
+48.5%
-54.9%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +1.8% |
| 7D | -3.8% | -4.9% | +1.1% | -3.0% |
| 30D | -8.9% | +11.4% | -20.3% | -10.6% |
| 3M | -17.3% | +4.9% | -22.2% | -18.2% |
| 6M | -1.4% | +34.4% | -35.8% | -5.9% |
| YTD | +10.0% | +28.0% | -18.0% | +5.0% |
| 1Y | -6.4% | +43.6% | -50.0% | -12.1% |
| All | -6.4% | +48.5% | -54.9% | -12.1% |
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