+10.7%
CARR vs PSX
+362.1%
-351.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.1% | +1.4% |
| 7D | -3.8% | +1.7% | -5.5% | -4.1% |
| 30D | -8.9% | +15.6% | -24.5% | -11.5% |
| 3M | -17.3% | +46.5% | -63.8% | -23.7% |
| 6M | -1.4% | +55.0% | -56.4% | -10.8% |
| YTD | +10.0% | +105.3% | -95.3% | -7.4% |
| 1Y | -6.4% | +101.6% | -107.9% | -21.1% |
| 3Y | +1.5% | +134.1% | -132.6% | -18.7% |
| All | +10.7% | +362.1% | -351.5% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 5y: compounded portfolio wealth divided by compounded PSX 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…
5y analysis · Full analysis span regression · 6 months rolling