+70.3%
XLI vs CARR
+1.4%
+69.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.4% | +0.6% |
| 7D | -1.7% | -3.8% | +2.1% | -0.3% |
| 30D | -7.3% | -8.9% | +1.6% | -4.2% |
| 3M | -1.3% | -17.3% | +16.0% | +5.0% |
| 6M | +2.2% | -1.4% | +3.6% | +1.5% |
| YTD | +11.7% | +10.0% | +1.7% | +6.4% |
| 1Y | +14.3% | -6.4% | +20.6% | +15.0% |
| 3Y | +70.3% | +1.5% | +68.8% | +63.5% |
| All | +70.3% | +1.4% | +69.0% | +63.5% |
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