-1.8%
CARR vs SPXS
-30.2%
+28.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.9% | +5.4% | -1.5% |
| 7D | -0.7% | +2.2% | -2.8% | +0.4% |
| 30D | +0.3% | +3.8% | -3.5% | +2.2% |
| 3M | -14.9% | +3.3% | -18.2% | -13.1% |
| 6M | -14.9% | -16.7% | +1.8% | -19.3% |
| YTD | +7.0% | -28.5% | +35.5% | -4.1% |
| 1Y | -1.8% | -30.4% | +28.7% | -12.3% |
| All | -1.8% | -30.2% | +28.4% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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