+28.1%
XLP vs CARR
+10.8%
+17.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | -1.0% | +1.6% | -2.6% | -1.1% |
| 30D | -0.9% | -8.7% | +7.9% | -0.3% |
| 3M | +3.8% | -12.6% | +16.4% | +4.5% |
| 6M | -1.7% | -1.5% | -0.2% | -2.2% |
| YTD | +10.3% | +14.3% | -4.0% | +8.3% |
| 1Y | +7.8% | -4.6% | +12.4% | +7.3% |
| All | +28.1% | +10.8% | +17.3% | +25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling