+7.7%
CARR vs XRT
-4.5%
+12.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -1.7% |
| 7D | -4.1% | -3.6% | -0.6% | -1.8% |
| 30D | -11.0% | -6.7% | -4.3% | -6.9% |
| 3M | -16.4% | -1.4% | -15.0% | -15.9% |
| 6M | -2.4% | +1.7% | -4.1% | -3.8% |
| YTD | +8.4% | -1.5% | +9.9% | +9.0% |
| 1Y | -8.0% | -2.5% | -5.5% | -7.1% |
| 3Y | +0.6% | +39.9% | -39.3% | -19.4% |
| 5Y | +7.7% | -2.6% | +10.4% | -1.5% |
| All | +7.7% | -4.5% | +12.2% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling