+68.4%
XLE vs CARR
+10.8%
+57.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +4.4% | +2.2% | +2.2% | +4.1% |
| 30D | -4.3% | -0.8% | -3.5% | -4.2% |
| 3M | +6.0% | -13.4% | +19.5% | +7.9% |
| 6M | +13.2% | -16.4% | +29.6% | +15.2% |
| YTD | +46.7% | +4.5% | +42.2% | +40.8% |
| 1Y | +46.6% | -1.4% | +48.0% | +42.6% |
| All | +68.4% | +10.8% | +57.6% | +56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling