+10.7%
CARR vs DLR
+43.3%
-32.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.7% |
| 7D | -3.8% | +0.1% | -3.9% | -3.8% |
| 30D | -8.9% | -4.3% | -4.6% | -7.3% |
| 3M | -17.3% | +3.8% | -21.1% | -19.2% |
| 6M | -1.4% | +5.8% | -7.2% | -4.2% |
| YTD | +10.0% | +23.5% | -13.5% | -0.1% |
| 1Y | -6.4% | +11.1% | -17.4% | -11.4% |
| 3Y | +1.5% | +57.9% | -56.3% | -19.0% |
| All | +10.7% | +43.3% | -32.7% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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