+436.5%
CARR vs XLB
+192.4%
+244.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -0.1% |
| 7D | +3.2% | -0.2% | +3.5% | +3.4% |
| 30D | -7.7% | -1.7% | -5.9% | -6.3% |
| 3M | -11.9% | +4.4% | -16.3% | -15.5% |
| 6M | +2.0% | +5.0% | -3.0% | -2.5% |
| YTD | +13.2% | +15.5% | -2.3% | -0.8% |
| 1Y | -8.5% | +14.9% | -23.4% | -19.5% |
| 3Y | +5.0% | +34.5% | -29.6% | -18.8% |
| 5Y | +12.0% | +36.5% | -24.6% | -14.3% |
| All | +436.5% | +192.4% | +244.0% | +190.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling