+4.7%
CARR vs DRI
+78.6%
-74.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | +3.5% | +1.1% | +2.4% | +3.0% |
| 30D | +0.4% | +9.7% | -9.3% | -3.4% |
| 3M | -14.1% | +3.2% | -17.3% | -15.4% |
| 6M | -16.7% | +20.6% | -37.3% | -23.7% |
| YTD | +4.2% | +28.3% | -24.1% | -7.8% |
| 1Y | -0.2% | +34.5% | -34.7% | -13.6% |
| 3Y | +10.9% | +66.5% | -55.7% | -15.7% |
| All | +4.7% | +78.6% | -74.0% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling