+10.7%
CARR vs DG
-37.9%
+48.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.2% | +1.3% |
| 7D | -3.8% | -6.5% | +2.7% | -3.1% |
| 30D | -8.9% | +4.2% | -13.1% | -9.3% |
| 3M | -17.3% | +9.5% | -26.8% | -18.3% |
| 6M | -1.4% | -13.1% | +11.7% | -0.3% |
| YTD | +10.0% | -4.8% | +14.8% | +10.0% |
| 1Y | -6.4% | +20.6% | -27.0% | -9.1% |
| 3Y | +1.5% | +4.9% | -3.4% | -1.6% |
| All | +10.7% | -37.9% | +48.5% | +19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling