+421.5%
CARR vs SPXS
-98.7%
+520.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.9% | +0.6% |
| 7D | -3.8% | +2.5% | -6.3% | -2.9% |
| 30D | -8.9% | +4.2% | -13.1% | -7.4% |
| 3M | -17.3% | -9.3% | -8.0% | -19.4% |
| 6M | -1.4% | -30.7% | +29.3% | -11.1% |
| YTD | +10.0% | -28.1% | +38.1% | +0.9% |
| 1Y | -6.4% | -35.1% | +28.7% | -16.3% |
| 3Y | +1.5% | -79.6% | +81.1% | -31.3% |
| 5Y | +9.3% | -86.3% | +95.6% | -24.5% |
| All | +421.5% | -98.7% | +520.2% | +149.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling