+566.6%
XLE vs CARR
+394.0%
+172.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | +5.4% | +3.5% | +1.9% | +4.6% |
| 30D | -3.9% | +0.4% | -4.3% | -4.1% |
| 3M | +7.0% | -14.1% | +21.1% | +10.4% |
| 6M | +14.2% | -16.7% | +30.9% | +17.7% |
| YTD | +48.2% | +4.2% | +44.0% | +42.9% |
| 1Y | +47.7% | -0.2% | +47.9% | +43.9% |
| 3Y | +70.0% | +10.9% | +59.1% | +57.7% |
| 5Y | +169.1% | +3.9% | +165.3% | +147.9% |
| All | +566.6% | +394.0% | +172.6% | +336.8% |
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