+227.7%
XLE vs CARR
+9.5%
+218.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.2% |
| 7D | +0.3% | +0.6% | -0.3% | +0.2% |
| 30D | +8.5% | -8.7% | +17.2% | +10.2% |
| 3M | +14.6% | -18.4% | +33.0% | +18.3% |
| 6M | +17.6% | -0.6% | +18.2% | +15.6% |
| YTD | +48.1% | +10.9% | +37.2% | +41.7% |
| 1Y | +53.8% | -7.3% | +61.1% | +53.2% |
| 3Y | +56.2% | +2.9% | +53.3% | +49.2% |
| 5Y | +227.7% | +9.6% | +218.1% | +201.9% |
| All | +227.7% | +9.5% | +218.2% | +201.9% |
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