+429.3%
XLK vs CARR
+421.5%
+7.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.9% |
| 7D | +0.2% | -3.8% | +4.0% | +1.3% |
| 30D | -0.6% | -8.9% | +8.3% | +2.1% |
| 3M | +2.6% | -17.3% | +19.9% | +8.2% |
| 6M | +34.0% | -1.4% | +35.4% | +33.3% |
| YTD | +30.7% | +10.0% | +20.7% | +25.5% |
| 1Y | +39.2% | -6.4% | +45.5% | +39.9% |
| 3Y | +120.4% | +1.5% | +118.9% | +113.7% |
| 5Y | +148.8% | +9.3% | +139.5% | +126.4% |
| All | +429.3% | +421.5% | +7.8% | +337.3% |
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