+436.5%
CARR vs EXPE
+524.3%
-87.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.9% | +6.9% | +0.9% |
| 7D | +3.2% | -9.8% | +13.0% | +5.8% |
| 30D | -7.7% | -11.5% | +3.8% | -5.1% |
| 3M | -11.9% | +21.7% | -33.6% | -17.0% |
| 6M | +2.0% | +10.4% | -8.4% | -2.0% |
| YTD | +13.2% | -2.5% | +15.7% | +10.9% |
| 1Y | -8.5% | +27.3% | -35.9% | -17.5% |
| 3Y | +5.0% | +153.5% | -148.6% | -25.0% |
| 5Y | +12.0% | +91.1% | -79.1% | -18.4% |
| All | +436.5% | +524.3% | -87.8% | +161.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling