+421.5%
CARR vs DGX
+247.8%
+173.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.2% | +1.0% |
| 7D | -3.8% | -0.9% | -2.9% | -3.5% |
| 30D | -8.9% | -1.2% | -7.8% | -8.6% |
| 3M | -17.3% | +15.8% | -33.1% | -20.9% |
| 6M | -1.4% | +18.2% | -19.6% | -6.3% |
| YTD | +10.0% | +37.2% | -27.2% | 0.0% |
| 1Y | -6.4% | +30.4% | -36.7% | -13.8% |
| 3Y | +1.5% | +96.7% | -95.2% | -19.0% |
| 5Y | +9.3% | +67.2% | -57.9% | -9.7% |
| All | +421.5% | +247.8% | +173.7% | +305.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling