+0.1%
CARR vs DRI
+52.8%
-52.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.0% |
| 7D | -4.1% | -4.8% | +0.7% | -2.6% |
| 30D | -11.0% | -5.2% | -5.8% | -9.6% |
| 3M | -16.4% | +2.7% | -19.1% | -17.5% |
| 6M | -2.4% | +3.6% | -6.0% | -4.2% |
| YTD | +8.4% | +15.4% | -7.0% | +2.2% |
| 1Y | -8.0% | +1.3% | -9.2% | -9.6% |
| All | +0.1% | +52.8% | -52.7% | -17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling