+414.1%
CARR vs SPXU
-98.7%
+512.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.1% | -1.6% |
| 7D | -4.1% | +6.4% | -10.5% | -2.0% |
| 30D | -11.0% | +5.9% | -16.9% | -9.0% |
| 3M | -16.4% | -11.7% | -4.7% | -19.2% |
| 6M | -2.4% | -28.7% | +26.3% | -11.1% |
| YTD | +8.4% | -26.4% | +34.8% | +0.3% |
| 1Y | -8.0% | -35.2% | +27.2% | -17.8% |
| 3Y | +0.6% | -79.8% | +80.4% | -32.0% |
| 5Y | +7.7% | -86.1% | +93.8% | -25.1% |
| All | +414.1% | -98.7% | +512.8% | +151.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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