+251.5%
XLI vs CARR
+425.9%
-174.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -0.9% |
| 7D | -0.6% | +0.6% | -1.2% | -0.8% |
| 30D | -6.9% | -8.7% | +1.7% | -4.2% |
| 3M | -1.9% | -18.4% | +16.4% | +4.4% |
| 6M | +1.0% | -0.6% | +1.6% | +0.3% |
| YTD | +11.3% | +10.9% | +0.4% | +6.4% |
| 1Y | +15.8% | -7.3% | +23.1% | +17.0% |
| 3Y | +69.8% | +2.9% | +66.9% | +62.9% |
| 5Y | +80.9% | +9.6% | +71.2% | +64.5% |
| All | +251.5% | +425.9% | -174.4% | +143.6% |
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