+1.5%
CARR vs EXPE
+157.0%
-155.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.2% |
| 7D | -3.8% | -5.8% | +2.0% | -2.8% |
| 30D | -8.9% | -13.6% | +4.7% | -6.7% |
| 3M | -17.3% | +25.2% | -42.5% | -21.3% |
| 6M | -1.4% | +22.3% | -23.7% | -6.2% |
| YTD | +10.0% | -0.3% | +10.3% | +8.2% |
| 1Y | -6.4% | +27.8% | -34.2% | -13.6% |
| 3Y | +1.5% | +162.4% | -160.9% | -16.7% |
| All | +1.5% | +157.0% | -155.5% | -16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling