+83.0%
XLP vs CARR
+425.9%
-343.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.9% |
| 7D | -2.9% | +0.6% | -3.5% | -3.0% |
| 30D | -2.2% | -8.7% | +6.4% | -1.3% |
| 3M | -0.6% | -18.4% | +17.8% | +1.5% |
| 6M | -2.2% | -0.6% | -1.6% | -2.8% |
| YTD | +8.3% | +10.9% | -2.7% | +6.0% |
| 1Y | +5.7% | -7.3% | +13.0% | +5.7% |
| 3Y | +25.7% | +2.9% | +22.8% | +22.3% |
| 5Y | +31.3% | +9.6% | +21.6% | +23.5% |
| All | +83.0% | +425.9% | -343.0% | +55.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling