+10.7%
CARR vs XME
+162.6%
-151.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.9% |
| 7D | -3.8% | -4.2% | +0.4% | -2.0% |
| 30D | -8.9% | -2.7% | -6.2% | -8.1% |
| 3M | -17.3% | -3.9% | -13.4% | -16.4% |
| 6M | -1.4% | -1.0% | -0.4% | -2.2% |
| YTD | +10.0% | +9.8% | +0.2% | +3.2% |
| 1Y | -6.4% | +32.5% | -38.9% | -20.4% |
| 3Y | +1.5% | +124.3% | -122.8% | -33.3% |
| All | +10.7% | +162.6% | -151.9% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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