-1.8%
CARR vs DGX
+45.0%
-46.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | 0.0% |
| 7D | -0.7% | +4.1% | -4.8% | -1.2% |
| 30D | +0.3% | +10.5% | -10.2% | -1.2% |
| 3M | -14.9% | +9.8% | -24.7% | -16.3% |
| 6M | -14.9% | +34.6% | -49.4% | -19.9% |
| YTD | +7.0% | +49.8% | -42.8% | +1.1% |
| 1Y | -1.8% | +46.0% | -47.8% | -7.6% |
| All | -1.8% | +45.0% | -46.7% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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