+227.2%
XLF vs CARR
+414.1%
-186.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +1.9% | +0.3% |
| 7D | -2.9% | -4.1% | +1.2% | -1.8% |
| 30D | -1.6% | -11.0% | +9.4% | +1.5% |
| 3M | +9.3% | -16.4% | +25.6% | +14.0% |
| 6M | +14.6% | -2.4% | +17.0% | +13.5% |
| YTD | +4.7% | +8.4% | -3.7% | +0.4% |
| 1Y | +8.6% | -8.0% | +16.6% | +8.9% |
| 3Y | +73.9% | +0.6% | +73.3% | +65.8% |
| 5Y | +65.0% | +7.7% | +57.3% | +48.9% |
| All | +227.2% | +414.1% | -186.9% | +127.3% |
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