+185.1%
XLC vs CARR
+421.5%
-236.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.5% | +0.7% |
| 7D | +0.5% | -3.8% | +4.3% | +1.3% |
| 30D | +2.1% | -8.9% | +11.0% | +4.1% |
| 3M | +0.7% | -17.3% | +18.0% | +4.4% |
| 6M | -3.2% | -1.4% | -1.8% | -4.1% |
| YTD | -3.8% | +10.0% | -13.8% | -7.2% |
| 1Y | -2.0% | -6.4% | +4.3% | -2.2% |
| 3Y | +71.4% | +1.5% | +69.8% | +64.8% |
| 5Y | +40.7% | +9.3% | +31.4% | +28.0% |
| All | +185.1% | +421.5% | -236.4% | +137.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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