+101.9%
XLP vs CARR
+395.6%
-293.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -0.2% | +2.2% | -2.4% | -0.5% |
| 30D | +8.2% | -0.8% | +8.9% | +8.2% |
| 3M | +7.7% | -13.4% | +21.2% | +9.4% |
| 6M | +9.3% | -16.4% | +25.7% | +11.0% |
| YTD | +19.5% | +4.5% | +15.0% | +17.7% |
| 1Y | +21.0% | -1.4% | +22.4% | +20.0% |
| 3Y | +43.2% | +10.0% | +33.2% | +37.9% |
| 5Y | +42.7% | +4.2% | +38.5% | +35.1% |
| All | +101.9% | +395.6% | -293.6% | +72.7% |
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