+394.0%
CARR vs EXPD
+249.5%
+144.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +3.5% | +5.5% | -2.0% | +1.0% |
| 30D | +0.4% | -0.8% | +1.2% | +0.7% |
| 3M | -14.1% | +4.1% | -18.2% | -15.8% |
| 6M | -16.7% | +25.7% | -42.4% | -25.2% |
| YTD | +4.2% | +31.4% | -27.2% | -9.8% |
| 1Y | -0.2% | +42.2% | -42.4% | -17.0% |
| 3Y | +10.9% | +77.2% | -66.3% | -19.2% |
| 5Y | +3.9% | +61.0% | -57.1% | -23.3% |
| All | +394.0% | +249.5% | +144.6% | +231.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling