+5.0%
CARR vs D
+65.5%
-60.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | +3.2% | +0.8% | +2.5% | +3.1% |
| 30D | -7.7% | -0.7% | -6.9% | -7.5% |
| 3M | -11.9% | +2.1% | -14.0% | -12.4% |
| 6M | +2.0% | +6.8% | -4.8% | +0.2% |
| YTD | +13.2% | +16.5% | -3.4% | +8.8% |
| 1Y | -8.5% | +19.2% | -27.7% | -12.7% |
| 3Y | +5.0% | +61.9% | -56.9% | -9.6% |
| All | +5.0% | +65.5% | -60.6% | -9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling