+10.7%
CARR vs XYZ
-68.2%
+78.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.4% |
| 7D | -3.8% | -4.3% | +0.5% | -2.9% |
| 30D | -8.9% | +1.2% | -10.1% | -9.3% |
| 3M | -17.3% | +14.6% | -32.0% | -20.0% |
| 6M | -1.4% | +22.6% | -24.0% | -6.4% |
| YTD | +10.0% | +21.7% | -11.7% | +3.8% |
| 1Y | -6.4% | +6.7% | -13.1% | -9.5% |
| 3Y | +1.5% | +46.8% | -45.3% | -12.7% |
| All | +10.7% | -68.2% | +78.8% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling