-6.4%
CARR vs D
+13.5%
-19.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.6% |
| 7D | -3.8% | -2.2% | -1.5% | -3.4% |
| 30D | -8.9% | -4.5% | -4.5% | -8.1% |
| 3M | -17.3% | -2.5% | -14.8% | -16.9% |
| 6M | -1.4% | +5.5% | -6.9% | -2.5% |
| YTD | +10.0% | +13.3% | -3.3% | +7.9% |
| 1Y | -6.4% | +11.8% | -18.2% | -7.6% |
| All | -6.4% | +13.5% | -19.8% | -7.6% |
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