+101.6%
XLP vs CARR
+386.1%
-284.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.7% |
| 7D | +0.1% | -3.3% | +3.4% | +0.4% |
| 30D | +8.9% | -3.6% | +12.5% | +9.3% |
| 3M | +7.5% | -16.3% | +23.8% | +9.6% |
| 6M | +9.4% | -19.6% | +29.0% | +11.7% |
| YTD | +19.3% | +2.5% | +16.7% | +17.8% |
| 1Y | +21.7% | -5.8% | +27.5% | +21.4% |
| 3Y | +44.0% | +10.2% | +33.8% | +38.5% |
| 5Y | +42.8% | +4.7% | +38.1% | +35.1% |
| All | +101.6% | +386.1% | -284.5% | +72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling