+425.9%
CARR vs DBX
+112.2%
+313.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.3% | -4.3% | -2.5% |
| 7D | +0.6% | +0.3% | +0.4% | +0.6% |
| 30D | -8.7% | 0.0% | -8.7% | -8.8% |
| 3M | -18.4% | +26.1% | -44.5% | -23.1% |
| 6M | -0.6% | +29.4% | -30.0% | -7.7% |
| YTD | +10.9% | +24.4% | -13.5% | +3.8% |
| 1Y | -7.3% | +10.9% | -18.2% | -10.7% |
| 3Y | +2.9% | +24.1% | -21.2% | -6.3% |
| 5Y | +9.6% | +7.8% | +1.9% | -2.4% |
| All | +425.9% | +112.2% | +313.7% | +325.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling