+562.3%
XLE vs CARR
+414.1%
+148.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.1% |
| 7D | +0.5% | -4.1% | +4.6% | +1.4% |
| 30D | +6.6% | -11.0% | +17.5% | +9.3% |
| 3M | +12.3% | -16.4% | +28.6% | +16.2% |
| 6M | +18.4% | -2.4% | +20.8% | +16.7% |
| YTD | +47.2% | +8.4% | +38.8% | +41.0% |
| 1Y | +50.3% | -8.0% | +58.3% | +49.8% |
| 3Y | +55.3% | +0.6% | +54.7% | +48.0% |
| 5Y | +226.0% | +7.7% | +218.2% | +198.0% |
| All | +562.3% | +414.1% | +148.3% | +331.0% |
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