-1.8%
CARR vs XYZ
+19.9%
-21.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +15.3% | -14.8% | -1.6% |
| 7D | -0.7% | +16.5% | -17.2% | -3.0% |
| 30D | +0.3% | +15.0% | -14.7% | -1.9% |
| 3M | -14.9% | +3.5% | -18.4% | -15.5% |
| 6M | -14.9% | +21.9% | -36.7% | -17.8% |
| YTD | +7.0% | +34.6% | -27.6% | +0.1% |
| 1Y | -1.8% | +20.7% | -22.5% | -7.3% |
| All | -1.8% | +19.9% | -21.6% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 1y: compounded portfolio wealth divided by compounded XYZ 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…
1y analysis · Full analysis span regression · 6 months rolling