-1.8%
CARR vs DT
-5.1%
+3.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +0.5% |
| 7D | -0.7% | -25.5% | +24.9% | -3.1% |
| 30D | +0.3% | -22.3% | +22.6% | -1.7% |
| 3M | -14.9% | +2.3% | -17.2% | -13.5% |
| 6M | -14.9% | +20.7% | -35.6% | -10.9% |
| YTD | +7.0% | +7.9% | -0.9% | +13.9% |
| 1Y | -1.8% | -5.7% | +4.0% | +8.6% |
| All | -1.8% | -5.1% | +3.4% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling