+99.5%
XLU vs CARR
+421.5%
-322.0%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.8% | -0.5% |
| 7D | -1.6% | -3.8% | +2.2% | -1.1% |
| 30D | -3.3% | -8.9% | +5.6% | -2.1% |
| 3M | -3.2% | -17.3% | +14.2% | -0.8% |
| 6M | -7.0% | -1.4% | -5.6% | -7.4% |
| YTD | +0.6% | +10.0% | -9.4% | -1.5% |
| 1Y | +2.4% | -6.4% | +8.8% | +2.5% |
| 3Y | +46.3% | +1.5% | +44.7% | +42.6% |
| 5Y | +44.0% | +9.3% | +34.7% | +35.2% |
| All | +99.5% | +421.5% | -322.0% | +70.5% |
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