-4.6%
CARR vs EXPE
+40.7%
-45.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.7% | +1.2% |
| 7D | +1.6% | -9.5% | +11.1% | +2.2% |
| 30D | -8.7% | -6.6% | -2.1% | -8.4% |
| 3M | -12.6% | +31.4% | -43.9% | -14.8% |
| 6M | -1.5% | +35.2% | -36.7% | -4.7% |
| YTD | +14.3% | +5.8% | +8.5% | +12.9% |
| 1Y | -4.6% | +38.7% | -43.3% | -9.6% |
| All | -4.6% | +40.7% | -45.2% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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