+421.5%
CARR vs DRI
+647.9%
-226.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.1% |
| 7D | -3.8% | -3.2% | -0.5% | -2.7% |
| 30D | -8.9% | -7.8% | -1.1% | -6.5% |
| 3M | -17.3% | +0.4% | -17.7% | -17.8% |
| 6M | -1.4% | +4.8% | -6.2% | -3.6% |
| YTD | +10.0% | +16.7% | -6.7% | +3.4% |
| 1Y | -6.4% | +1.5% | -7.8% | -7.9% |
| 3Y | +1.5% | +56.3% | -54.7% | -14.8% |
| 5Y | +9.3% | +66.4% | -57.1% | -11.2% |
| All | +421.5% | +647.9% | -226.4% | +209.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling