+74.2%
XLF vs CARR
+1.4%
+72.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.8% | +0.4% |
| 7D | -1.5% | -3.8% | +2.3% | -0.7% |
| 30D | -1.2% | -8.9% | +7.8% | +0.7% |
| 3M | +9.2% | -17.3% | +26.5% | +13.1% |
| 6M | +16.3% | -1.4% | +17.7% | +14.8% |
| YTD | +5.4% | +10.0% | -4.6% | +0.9% |
| 1Y | +7.6% | -6.4% | +14.0% | +7.1% |
| 3Y | +74.2% | +1.5% | +72.7% | +65.1% |
| All | +74.2% | +1.4% | +72.8% | +65.1% |
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