+32.9%
XLV vs CARR
-1.4%
+34.3%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.5% | +3.0% |
| 7D | +5.5% | -0.7% | +6.2% | +5.6% |
| 30D | +13.3% | +0.3% | +13.0% | +13.3% |
| 3M | +17.4% | -14.9% | +32.4% | +18.5% |
| 6M | +32.1% | -14.9% | +47.0% | +32.7% |
| YTD | +24.0% | +7.0% | +17.0% | +19.9% |
| 1Y | +32.9% | -1.8% | +34.6% | +31.5% |
| All | +32.9% | -1.4% | +34.3% | +31.5% |
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 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