+1.5%
CARR vs DE
+74.6%
-73.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.8% | +1.6% |
| 7D | -3.8% | -2.6% | -1.2% | -2.6% |
| 30D | -8.9% | +9.0% | -17.9% | -13.0% |
| 3M | -17.3% | +19.1% | -36.5% | -24.7% |
| 6M | -1.4% | +14.4% | -15.8% | -8.4% |
| YTD | +10.0% | +45.9% | -36.0% | -10.5% |
| 1Y | -6.4% | +43.6% | -50.0% | -23.5% |
| 3Y | +1.5% | +75.9% | -74.3% | -25.6% |
| All | +1.5% | +74.6% | -73.1% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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