+425.9%
CARR vs DOW
+58.9%
+367.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | +0.6% | -6.0% | +6.7% | +2.8% |
| 30D | -8.7% | -2.7% | -5.9% | -8.0% |
| 3M | -18.4% | -10.5% | -7.9% | -15.9% |
| 6M | -0.6% | -12.4% | +11.8% | +0.7% |
| YTD | +10.9% | +30.0% | -19.1% | -5.8% |
| 1Y | -7.3% | +27.8% | -35.1% | -21.6% |
| 3Y | +2.9% | -34.9% | +37.8% | +15.4% |
| 5Y | +9.6% | -35.9% | +45.5% | +21.7% |
| All | +425.9% | +58.9% | +367.0% | +326.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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