-1.8%
CARR vs D
+23.9%
-25.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.9% | -0.4% |
| 7D | -0.7% | +8.5% | -9.2% | -2.4% |
| 30D | +0.3% | +14.3% | -14.0% | -2.6% |
| 3M | -14.9% | +1.8% | -16.7% | -15.2% |
| 6M | -14.9% | +13.0% | -27.9% | -17.4% |
| YTD | +7.0% | +22.7% | -15.7% | +1.9% |
| 1Y | -1.8% | +22.6% | -24.4% | -6.6% |
| All | -1.8% | +23.9% | -25.7% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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