+9.6%
CARR vs D
+5.1%
+4.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.5% |
| 7D | +0.6% | -0.4% | +1.1% | +0.8% |
| 30D | -8.7% | -2.1% | -6.6% | -8.1% |
| 3M | -18.4% | -0.7% | -17.6% | -18.2% |
| 6M | -0.6% | +5.6% | -6.2% | -2.5% |
| YTD | +10.9% | +14.6% | -3.6% | +6.2% |
| 1Y | -7.3% | +15.3% | -22.6% | -11.6% |
| 3Y | +2.9% | +59.1% | -56.2% | -12.7% |
| 5Y | +9.6% | +3.9% | +5.7% | +10.4% |
| All | +9.6% | +5.1% | +4.6% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling