+32.0%
XLP vs CARR
+13.1%
+18.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -1.4% | +3.2% | -4.7% | -1.9% |
| 30D | -1.3% | -7.7% | +6.4% | -0.3% |
| 3M | +1.8% | -11.9% | +13.8% | +3.2% |
| 6M | -0.8% | +2.0% | -2.8% | -2.1% |
| YTD | +9.5% | +13.2% | -3.6% | +6.3% |
| 1Y | +7.2% | -8.5% | +15.7% | +7.3% |
| 3Y | +27.1% | +5.0% | +22.2% | +21.5% |
| 5Y | +32.0% | +12.0% | +20.1% | +18.2% |
| All | +32.0% | +13.1% | +18.9% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling