+436.5%
CARR vs DG
-5.7%
+442.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | -0.6% |
| 7D | +3.2% | -2.5% | +5.7% | +3.5% |
| 30D | -7.7% | +1.0% | -8.7% | -7.8% |
| 3M | -11.9% | +20.3% | -32.2% | -13.9% |
| 6M | +2.0% | -11.7% | +13.8% | +3.1% |
| YTD | +13.2% | -2.3% | +15.5% | +12.8% |
| 1Y | -8.5% | +20.0% | -28.5% | -11.2% |
| 3Y | +5.0% | +7.2% | -2.3% | +1.3% |
| 5Y | +12.0% | -37.9% | +49.9% | +22.6% |
| All | +436.5% | -5.7% | +442.2% | +775.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling