+1.5%
CARR vs SPXS
-79.6%
+81.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.9% | +0.5% |
| 7D | -3.8% | +2.5% | -6.3% | -2.7% |
| 30D | -8.9% | +4.2% | -13.1% | -7.2% |
| 3M | -17.3% | -9.3% | -8.0% | -19.7% |
| 6M | -1.4% | -30.7% | +29.3% | -12.5% |
| YTD | +10.0% | -28.1% | +38.1% | -0.5% |
| 1Y | -6.4% | -35.1% | +28.7% | -17.8% |
| 3Y | +1.5% | -79.6% | +81.1% | -37.8% |
| All | +1.5% | -79.6% | +81.2% | -37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling