+441.9%
CARR vs EXPD
+238.7%
+203.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.7% |
| 7D | +1.6% | -1.1% | +2.7% | +2.1% |
| 30D | -8.7% | +4.1% | -12.8% | -10.5% |
| 3M | -12.6% | +17.9% | -30.5% | -19.1% |
| 6M | -1.5% | +29.2% | -30.8% | -13.2% |
| YTD | +14.3% | +27.4% | -13.1% | +0.5% |
| 1Y | -4.6% | +56.8% | -61.4% | -25.0% |
| 3Y | +7.3% | +68.0% | -60.7% | -19.6% |
| 5Y | +11.6% | +61.9% | -50.2% | -17.5% |
| All | +441.9% | +238.7% | +203.2% | +269.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling