+7.7%
CARR vs DRI
+63.5%
-55.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -1.9% |
| 7D | -4.1% | -4.8% | +0.7% | -2.2% |
| 30D | -11.0% | -5.2% | -5.8% | -9.2% |
| 3M | -16.4% | +2.7% | -19.1% | -17.8% |
| 6M | -2.4% | +3.6% | -6.0% | -4.7% |
| YTD | +8.4% | +15.4% | -7.0% | +0.6% |
| 1Y | -8.0% | +1.3% | -9.2% | -9.9% |
| 3Y | +0.6% | +53.1% | -52.5% | -20.3% |
| 5Y | +7.7% | +64.6% | -56.8% | -20.3% |
| All | +7.7% | +63.5% | -55.7% | -20.3% |
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