+414.1%
CARR vs D
+7.8%
+406.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.2% |
| 7D | -4.1% | -1.6% | -2.5% | -3.7% |
| 30D | -11.0% | -3.5% | -7.5% | -10.1% |
| 3M | -16.4% | -1.6% | -14.8% | -16.1% |
| 6M | -2.4% | +5.8% | -8.2% | -4.1% |
| YTD | +8.4% | +14.5% | -6.1% | +4.3% |
| 1Y | -8.0% | +14.2% | -22.1% | -11.6% |
| 3Y | +0.6% | +59.0% | -58.4% | -12.7% |
| 5Y | +7.7% | +5.4% | +2.3% | +4.6% |
| All | +414.1% | +7.8% | +406.3% | +379.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling