+0.1%
CARR vs EXEL
+160.7%
-160.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.7% | -2.0% |
| 7D | -4.1% | -2.9% | -1.3% | -3.7% |
| 30D | -11.0% | +11.9% | -22.9% | -12.6% |
| 3M | -16.4% | +9.2% | -25.6% | -17.7% |
| 6M | -2.4% | +39.1% | -41.5% | -7.4% |
| YTD | +8.4% | +31.0% | -22.6% | +3.4% |
| 1Y | -8.0% | +52.3% | -60.3% | -14.4% |
| All | +0.1% | +160.7% | -160.6% | -8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling