+24.3%
XLP vs CARR
-1.4%
+25.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +2.8% | +3.3% |
| 7D | +5.9% | -0.7% | +6.5% | +5.9% |
| 30D | +13.5% | +0.3% | +13.1% | +13.4% |
| 3M | +8.4% | -14.9% | +23.3% | +9.0% |
| 6M | +11.5% | -14.9% | +26.4% | +11.7% |
| YTD | +20.6% | +7.0% | +13.6% | +16.1% |
| 1Y | +24.3% | -1.8% | +26.1% | +22.2% |
| All | +24.3% | -1.4% | +25.7% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling