+385.0%
CARR vs DECK
+476.7%
-91.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.9% | -4.0% |
| 7D | -4.2% | +6.0% | -10.2% | -5.7% |
| 30D | -4.7% | +7.4% | -12.2% | -6.6% |
| 3M | -18.3% | -11.7% | -6.7% | -15.9% |
| 6M | -16.4% | -11.0% | -5.5% | -14.6% |
| YTD | +2.3% | -15.4% | +17.7% | +5.1% |
| 1Y | -4.9% | +7.2% | -12.2% | -8.5% |
| 3Y | +9.7% | -11.8% | +21.6% | +4.5% |
| 5Y | +8.4% | +24.3% | -15.9% | -11.7% |
| All | +385.0% | +476.7% | -91.7% | +235.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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