+10.7%
CARR vs XHB
+33.0%
-22.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.2% |
| 7D | -3.8% | -4.6% | +0.9% | 0.0% |
| 30D | -8.9% | -9.1% | +0.2% | -1.7% |
| 3M | -17.3% | -8.6% | -8.8% | -11.3% |
| 6M | -1.4% | -4.0% | +2.6% | +1.9% |
| YTD | +10.0% | -3.9% | +13.9% | +13.5% |
| 1Y | -6.4% | -16.5% | +10.1% | +7.8% |
| 3Y | +1.5% | +22.6% | -21.0% | -16.0% |
| All | +10.7% | +33.0% | -22.4% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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