+0.2%
XLU vs CARR
-5.4%
+5.7%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | -0.3% |
| 7D | +0.4% | -4.2% | +4.6% | +0.8% |
| 30D | +5.2% | -4.7% | +9.9% | +5.7% |
| 3M | -0.1% | -18.3% | +18.2% | +1.7% |
| 6M | -5.3% | -16.4% | +11.1% | -4.0% |
| YTD | +3.5% | +2.3% | +1.3% | +1.5% |
| 1Y | +0.2% | -4.9% | +5.2% | -0.9% |
| All | +0.2% | -5.4% | +5.7% | -0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling