+10.7%
CARR vs XEL
+29.8%
-19.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | -3.8% | -0.3% | -3.5% | -3.7% |
| 30D | -8.9% | -3.9% | -5.0% | -7.9% |
| 3M | -17.3% | -2.8% | -14.5% | -16.7% |
| 6M | -1.4% | -5.4% | +4.0% | 0.0% |
| YTD | +10.0% | +3.8% | +6.2% | +8.8% |
| 1Y | -6.4% | +6.8% | -13.2% | -8.4% |
| 3Y | +1.5% | +45.6% | -44.0% | -10.7% |
| All | +10.7% | +29.8% | -19.2% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 5y: compounded portfolio wealth divided by compounded XEL 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…
5y analysis · Full analysis span regression · 6 months rolling