+0.1%
CARR vs XLB
+30.6%
-30.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.0% | -1.0% |
| 7D | -4.1% | -3.5% | -0.6% | -0.5% |
| 30D | -11.0% | -4.7% | -6.3% | -6.5% |
| 3M | -16.4% | +2.7% | -19.1% | -19.3% |
| 6M | -2.4% | +2.6% | -5.0% | -5.3% |
| YTD | +8.4% | +12.8% | -4.4% | -5.0% |
| 1Y | -8.0% | +14.0% | -21.9% | -20.4% |
| All | +0.1% | +30.6% | -30.5% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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