+436.5%
CARR vs EXEL
+296.6%
+139.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.7% |
| 7D | +3.2% | +1.4% | +1.9% | +3.0% |
| 30D | -7.7% | +6.7% | -14.3% | -8.6% |
| 3M | -11.9% | +11.5% | -23.4% | -13.5% |
| 6M | +2.0% | +38.8% | -36.8% | -3.2% |
| YTD | +13.2% | +31.6% | -18.4% | +8.0% |
| 1Y | -8.5% | +53.0% | -61.5% | -14.9% |
| 3Y | +5.0% | +160.8% | -155.9% | -10.3% |
| 5Y | +12.0% | +190.1% | -178.1% | -7.1% |
| All | +436.5% | +296.6% | +139.8% | +311.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling