+414.1%
CARR vs SPXS
-98.7%
+512.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.1% | -1.6% |
| 7D | -4.1% | +6.4% | -10.5% | -2.0% |
| 30D | -11.0% | +6.0% | -17.0% | -9.0% |
| 3M | -16.4% | -11.6% | -4.7% | -19.1% |
| 6M | -2.4% | -28.7% | +26.3% | -11.1% |
| YTD | +8.4% | -26.3% | +34.7% | +0.3% |
| 1Y | -8.0% | -34.9% | +26.9% | -17.7% |
| 3Y | +0.6% | -79.5% | +80.0% | -31.8% |
| 5Y | +7.7% | -85.9% | +93.7% | -25.0% |
| All | +414.1% | -98.7% | +512.8% | +148.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling