+414.1%
CARR vs PSX
+673.9%
-259.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.0% |
| 7D | -4.1% | +1.5% | -5.6% | -4.5% |
| 30D | -11.0% | +15.8% | -26.8% | -14.3% |
| 3M | -16.4% | +43.0% | -59.4% | -24.0% |
| 6M | -2.4% | +61.1% | -63.5% | -14.8% |
| YTD | +8.4% | +104.5% | -96.1% | -11.7% |
| 1Y | -8.0% | +102.5% | -110.5% | -25.1% |
| 3Y | +0.6% | +133.5% | -132.9% | -22.7% |
| 5Y | +7.7% | +367.0% | -359.2% | -34.0% |
| All | +414.1% | +673.9% | -259.9% | +148.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling