+2.4%
CARR vs DAR
+9.6%
-7.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.1% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | -8.7% | +7.4% | -16.1% | -10.3% |
| 3M | -18.4% | +15.7% | -34.0% | -21.4% |
| 6M | -0.6% | +30.0% | -30.6% | -7.2% |
| YTD | +10.9% | +87.5% | -76.6% | -5.2% |
| 1Y | -7.3% | +113.4% | -120.7% | -23.7% |
| All | +2.4% | +9.6% | -7.2% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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