+39.3%
XLC vs CARR
+6.4%
+32.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.3% |
| 7D | -1.7% | -4.1% | +2.5% | -0.4% |
| 30D | +0.2% | -11.0% | +11.2% | +3.7% |
| 3M | +0.7% | -16.4% | +17.1% | +5.5% |
| 6M | -4.5% | -2.4% | -2.1% | -5.8% |
| YTD | -4.7% | +8.4% | -13.2% | -9.8% |
| 1Y | -1.5% | -8.0% | +6.5% | -1.5% |
| 3Y | +72.2% | +0.6% | +71.7% | +59.2% |
| 5Y | +39.3% | +7.7% | +31.6% | +14.9% |
| All | +39.3% | +6.4% | +32.9% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling