+421.5%
CARR vs XRT
+235.5%
+186.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | +0.1% | +0.7% |
| 7D | -3.8% | -3.2% | -0.6% | -2.0% |
| 30D | -8.9% | -4.5% | -4.4% | -6.6% |
| 3M | -17.3% | -3.1% | -14.2% | -16.1% |
| 6M | -1.4% | +4.2% | -5.6% | -3.9% |
| YTD | +10.0% | -0.1% | +10.1% | +9.7% |
| 1Y | -6.4% | -3.0% | -3.3% | -5.2% |
| 3Y | +1.5% | +41.8% | -40.3% | -16.0% |
| 5Y | +9.3% | -1.3% | +10.6% | +3.5% |
| All | +421.5% | +235.5% | +186.0% | +186.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 10y: compounded portfolio wealth divided by compounded XRT 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…
10y analysis · Full analysis span regression · 6 months rolling