-1.8%
CARR vs DG
+45.3%
-47.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.5% | -8.0% | -0.1% |
| 7D | -0.7% | +12.3% | -12.9% | -1.5% |
| 30D | +0.3% | +19.3% | -19.0% | -1.1% |
| 3M | -14.9% | +11.9% | -26.8% | -15.7% |
| 6M | -14.9% | +25.0% | -39.8% | -16.8% |
| YTD | +7.0% | +8.7% | -1.7% | +5.0% |
| 1Y | -1.8% | +44.7% | -46.4% | -9.5% |
| All | -1.8% | +45.3% | -47.0% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling