+436.5%
CARR vs DRI
+658.7%
-222.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.4% |
| 7D | +3.2% | -1.2% | +4.5% | +3.7% |
| 30D | -7.7% | -0.4% | -7.3% | -7.7% |
| 3M | -11.9% | +9.5% | -21.4% | -15.0% |
| 6M | +2.0% | +6.5% | -4.4% | -0.8% |
| YTD | +13.2% | +18.4% | -5.3% | +5.9% |
| 1Y | -8.5% | +4.2% | -12.7% | -10.9% |
| 3Y | +5.0% | +57.1% | -52.1% | -12.1% |
| 5Y | +12.0% | +70.4% | -58.4% | -9.7% |
| All | +436.5% | +658.7% | -222.3% | +217.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling