+64.3%
XLF vs CARR
+8.3%
+55.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.8% | +0.2% |
| 7D | -1.5% | -3.8% | +2.3% | -0.3% |
| 30D | -1.2% | -8.9% | +7.8% | +1.6% |
| 3M | +9.2% | -17.3% | +26.5% | +14.9% |
| 6M | +16.3% | -1.4% | +17.7% | +14.5% |
| YTD | +5.4% | +10.0% | -4.6% | -0.5% |
| 1Y | +7.6% | -6.4% | +14.0% | +7.1% |
| 3Y | +74.2% | +1.5% | +72.7% | +61.9% |
| All | +64.3% | +8.3% | +55.9% | +37.2% |
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