+553.5%
XLE vs CARR
+441.9%
+111.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -1.9% | -1.1% |
| 7D | +2.2% | +1.6% | +0.6% | +1.8% |
| 30D | +11.8% | -8.7% | +20.5% | +14.0% |
| 3M | +9.8% | -12.6% | +22.4% | +12.5% |
| 6M | +15.6% | -1.5% | +17.1% | +14.0% |
| YTD | +45.3% | +14.3% | +31.0% | +37.6% |
| 1Y | +48.3% | -4.6% | +52.9% | +46.7% |
| 3Y | +55.4% | +7.3% | +48.1% | +46.0% |
| 5Y | +216.1% | +11.6% | +204.5% | +187.1% |
| All | +553.5% | +441.9% | +111.6% | +320.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling