+421.5%
CARR vs DBX
+118.2%
+303.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | 0.0% | +1.1% |
| 7D | -3.8% | +2.1% | -5.9% | -4.2% |
| 30D | -8.9% | +5.7% | -14.6% | -10.1% |
| 3M | -17.3% | +31.8% | -49.1% | -22.9% |
| 6M | -1.4% | +37.5% | -38.9% | -9.9% |
| YTD | +10.0% | +27.9% | -17.9% | +2.3% |
| 1Y | -6.4% | +15.0% | -21.4% | -10.6% |
| 3Y | +1.5% | +27.2% | -25.6% | -8.1% |
| 5Y | +9.3% | +12.8% | -3.5% | -3.6% |
| All | +421.5% | +118.2% | +303.3% | +318.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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