+49.9%
XLE vs CARR
-1.4%
+51.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.5% | -5.3% | -4.7% |
| 7D | -7.2% | -0.7% | -6.5% | -7.2% |
| 30D | +0.1% | +0.3% | -0.2% | +0.2% |
| 3M | +9.2% | -14.9% | +24.1% | +8.0% |
| 6M | +8.4% | -14.9% | +23.2% | +7.6% |
| YTD | +44.9% | +7.0% | +37.9% | +40.6% |
| 1Y | +49.9% | -1.8% | +51.6% | +47.5% |
| All | +49.9% | -1.4% | +51.3% | +47.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling